Dependent variable | LLPTL | LIQTA | z-score |
Independent variable | (1) | (2) | (3) |
MD | −0.169 | −0.081 | 0.839*** |
| (−0.420) | (−0.805) | (3.150) |
MD*Tier 1 | 0.013 | 0.025 | −0.296*** |
| (0.095) | (0.858) | (−3.360) |
Tier 1 | −0.014 | 0.007** | 0.003 |
| (−0.718) | (2.566) | (0.455) |
RDI | −0.021 | 0.074 | 0.263 |
| (−0.046) | (0.974) | (0.649) |
OBS | 0.017* | 0.001 | 0.008* |
| (1.913) | (0.662) | (1.736) |
lnTa | 0.238 | −0.011 | −0.499*** |
| (0.561) | (−0.502) | (−3.323) |
D09-D17 | Included | Included | Included |
Model Fits |
|
|
|
F-test | 7.841*** | 7.138*** | 5.767*** |
R2 | 0.110 | 0.202 | 0.077 |
N | 181 | 208 | 208 |