Feature | Sign | Share (SSCvalue) | Coefficients | P value | Exponentiation | Change of \(\frac{{y}_{risk}}{1-{y}_{risk}}\) |
---|---|---|---|---|---|---|
CreditCostGrowth | + | 0.1379*** | 0.0401 | 0.000 | 1.0409 | Significantly increased by 4.09% |
CPI-Dif | + | 0.1365*** | 0.0373 | 0.000 | 1.0380 | Significantly increased by 3.80% |
YieldCurveSlope | + | 0.1222*** | 0.0469 | 0.000 | 1.0480 | Significantly increased by 4.80% |
Credit-Dif | + | 0.1151*** | 0.0547 | 0.000 | 1.0562 | Significantly increased by 5.62% |
GlobalNetExport | − | 0.1013*** | 0.0323 | 0.000 | 1.0328 | Significantly decreased by 3.28% |
NarrowMoney | − | 0.0970 | -0.0455 | 0.000 | 0.9555 | Insignificant increase |
FinancialConcentration | − | 0.0959 | -0.0157 | 0.038 | 0.9844 | Insignificant increase |
Credit | + | 0.0816*** | 0.0560 | 0.000 | 1.0576 | Significantly increased by 5.76% |
DidYield | + | 0.0610 | -0.0255 | 0.000 | 0.9748 | Insignificant increase |
NetExport | − | 0.0515 | -0.0393 | 0.000 | 0.9615 | Insignificant increase |