Table 10 Logit Regression Results: 1 Quarter after Downgrade This
table extends the logit regressions performed in Table 8, using the sample of
downgraded banks and thrifts, but performs the analysis 1 quarter after
downgrade. T-statistics are shown in parentheses below their corresponding
regression coefficients. A single, double, or triple "*" indicates
significance at the 10%, 5%, and 1% levels, respectively.
CAMEL 3-Rated Group (Panel A) 1 quarter after Downgrade
Camel 4/5-Rated Group (Panel B) 1 quarter after Downgrade