|
|
| (0.376) |
| L2.lnExch |
| 1.104** |
|
|
| (0.263) |
| L3.lnExch |
| 0.630* |
|
|
| (0.272) |
| L4.lnExch |
| −0.863** |
|
|
| (0.208) |
| lnLibor |
| 0.338*** |
|
|
| (0.059) |
| L.lnLibor |
| −0.375** |
|
|
| (0.096) |
| L2.lnLibor |
| 0.270* |
|
|
| (0.118) |
| L3.lnLibor |
| −0.230* |
|
|
| (0.106) |
| L4.lnLibor |
| 0.502** |
|
|
| (0.110) |
| ln91days |
| 0.180 |
|
|
| (0.119) |
| L.ln91days |
| 0.551** |
|
|
| (0.183) |
| L2.ln91days |
| −0.270** |
|
|
| (0.073) |
| L3.ln91days |
| −0.322** |
|
|
| (0.095) |
| L4.ln91days |
| −0.135 |
|
|
| (0.115) |
| _cons |
| 0.907 |
|
|
| (2.406) |
| LR:lnrgdp | 0.770*** |
|
|
| (0.129) |
|
| LR:Infl | −0.025 |
|
|
| (0.016) |
|
| LR:lnExch | 0.350** |
|
|
| (0.145) |
|
| LR:lnLibor | −0.009 |
|
|
| (0.093) |
|