Table 1.
Markov Switching model for ICB, IRB, CCB, and CRB.
Table 2.
ICB regime transition probabilities.
Table 3.
Differential statistics ICB–CCB.
Table 4.
Differential statistics IRB–CRB.
Table 5.
ICB’s crisis and tranquil periods.
Table 6.
CCB’s crisis and tranquil periods.
Table 7.
IRB’s crisis and tranquil periods.
Table 8.
CCB’s crisis and tranquil periods.