| Panel A | Log(ROA) | Log(ROE) | Log(SDR) | Log(Gov) | Log(GDP) | Log(inf) |
|
| Log(ROA) | 1 |
|
|
|
|
|
|
| Log(ROE) | 0.988 | 1 |
|
|
|
|
|
| Log(SDR) | 0.201 | 0.144 | 1 |
|
|
|
|
| Log(Gov) | 0.601 | 0.476 | 0.395 | 1 |
|
|
|
| Log(GDP) | 0.646 | 0.526 | 0.416 | 0.987 | 1 |
|
|
| Log(inf) | −0.067 | 0.006 | 0.451 | −0.40 | −0.342 | 1 |
|
| Dummy-Brexit | 0.533 | 0.413 | 0.177 | 0.913 | 0.895 | −0.523 |
|
| Panel B | Log(ROA Index) | Log(ROE Index) | Log(Ratio) | Log(SDR) | Log(Gov) | Log(GDP) | Log(inf) |
| Log(ROA Index) | 1 |
|
|
|
|
|
|
| Log(ROE Index) | 0.825 | 1 |
|
|
|
|
|
| Log(ratio) | 0.237 | 0.097 | 1 |
|
|
|
|
| Log(SDR) | 0.638 | 0.513 | 0.366 | 1 |
|
|
|
| Log(Gov) | −0.009 | −0.37 | 0.538 | 0.395 | 1 |
|
|
| Log(GDP) | 0.012 | −0.35 | 0.502 | 0.416 | 0.987 | 1 |
|
| Log(inf) | 0.409 | 0.697 | −0.119 | 0.451 | −0.409 | −0.342 | 1 |
| Dummy-Brexit | 0.002 | −0.32 | 0.560 | 0.177 | 0.913 | 0.895 | −0.523 |