## Figure 2.9. Bank Equity Returns and Household Debt

## Source details

**Canonical URL:** [Figure 2.9. Bank Equity Returns and Household Debt](https://www.imf.org/-/media/files/publications/gfsr/2017/october/chapter-2/csv-data/figure2-9.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2017/october/chapter-2/csv-data/figure2-9.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2017/october/chapter-2/csv-data/figure2-9.csv.json)

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### 1. Banking Sector Abnormal Returns (Regression coefficients)
- Time horizons (columns): One Year Ahead, Two Years Ahead, Three Years Ahead, Four Years Ahead, Five Years Ahead
- Regression coefficients (abnormal returns):
  - One Year Ahead: -3.5524
  - Two Years Ahead: -7.4214
  - Three Years Ahead: -6.1698
  - Four Years Ahead: -5.0023
  - Five Years Ahead: -3.3540

### 2. Bank Equity Crash Risk (Marginal effects)
- Time horizons (columns): One Year Ahead, Two Years Ahead, Three Years Ahead, Four Years Ahead, Five Years Ahead
- Marginal effects (crash risk):
  - One Year Ahead: 1.3236
  - Two Years Ahead: 4.5535
  - Three Years Ahead: 7.9186
  - Four Years Ahead: 10.0292
  - Five Years Ahead: 11.1185

*Source: https://www.imf.org/-/media/files/publications/gfsr/2017/october/chapter-2/csv-data/figure2-9.csv*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2017/october/chapter-2/csv-data/figure2-9.csv_