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9. Dependent Variable DEFAULTijt+2 (0/1) DEFAULTijt+2 (0/1) LOANGbt-AVERAGE LOANGb(α) 0.00012 *** -0.00014 *** |LOANGbt − AV ERAGELOANGb|(β) - - 0.00040 *** BANK SIZEb,t 0.23757 *** 0.26126 *** OWN FOUNDS/TOTAL ASSETSb,t 4.92541 *** 4.84037 *** NPLb,t-NPLt 0.17542 *** 0.16914 *** BORROWER RISKf ,t 1.99213 *** 1.99146 *** LN(2+AGE AS BORROWER)f ,t-0.04336 *** -0.04351 *** LN(1+NUMBER OF BANK RELATIONSHIPS)f ,t 0.19450 *** 0.19597 *** COLLATERALl,t (0/1) -0.55900 *** -0.55724 *** LN(SIZE OF THE LOANl,t) -0.06496 *** -0.06519 *** MATURITYl 1Y-3Y (0/1) 0.01435 *** 0.01381 *** MATURITYl 3Y-MORE (0/1) -0.34199 *** -0.34087 *** INTEREST RATEt 0.05983 *** 0.06053 *** GDPGt-1.99237 *** -1.97802 *** T 0.00704 *** 0.00703 *** -LOGLIKELIHOOD-152644.2049 *** -152632.8964 *** CONSTANT-0.188954438 *** -0.213215756 *** Test Asymmetric Impact (p-value) α + β = 0 - <.0001 α − β = 0 - 0.0004 Tab. 3: Estimations Results of Equation (1): Part B. Variables (3) (4) Coeff. Sig. Coeff. Sig.
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