Figures & data
Table 1. Summary of variable
Table 2. Descriptive statistics
Table 3. Differential statistics of Z-score
Table 4. Coefficient of ICB and IRB (Markov switching—dynamic regression)
Table 5. ICB regime transition probabilities
Table 6. IRB Regime Transition Probabilities
Table 7. Regime 0 differential Statistics
Table 8. Regime 1 differential Statistics
Table 9. Regime Period for ICB
Table 10. Regime period for IRB