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The determinants of bank risks: evidence from the recent financial crisis

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Figure

Figure 1: The US structured finance market index - the ABX indices
Table 1: Description of variables
Table 2: Summary statistics
Table 3: Pairwise correlations Correlation matrix Variables V1 V2 V3 V4 V5 V6 V7 V8 V9 V10 V11 V12 V13 V14 V15 V16 V17 V18 V19 V20 V21 V22 V1 LN(σ T OT AL ) t 1.00 V2 LN(σ M KT ) t 0.42 1.00 V3 LN(σ I N T ) t 0.51 0.18 1.00 V4 LN(σ DEF ) t 0.53 0.20 0.28 1
+4

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