Table 3 Share of variance explained by PCA components
| Â | Financial Institutions (FI) | Financial Markets (FM) | Sub-Indices | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
Depth | Access | Efficiency | Stability | Depth | Access | Efficiency | Stability | FI | FM | FD | |
PC1 | 0.67 | 0.78 | 0.51 | 0.63 | 0.57 | 0.65 | – | – | 0.63 | 0.71 | 0.81 |
PC2 | 0.17 | 0.20 | 0.21 | 0.19 | 0.21 | 0.19 | – | – | 0.17 | 0.14 | 0.19 |
PC3 | 0.11 | 0.12 | 0.11 | 0.12 | 0.11 | 0.09 | – | – | 0.12 | 0.09 | – |
PC4 | 0.05 | – | 0.08 | 0.06 | 0.08 | 0.07 | – | – | 0.08 | 0.06 | – |
PC5 | – | – | 0.05 | – | 0.03 | – | – | – | – | – | – |
PC6 | – | – | 0.03 | – | – | – | – | – | – | – | – |
PC7 | – | – | 0.01 | – | – | – | – | – | – | – |  |