Country

Contagion (%)

Austria

0.649***

0.387***

−0.566***

0.012**

0.023***

0.013*

1%

Belgium

1.098***

0.127***

−0.132***

0.010*

0.021***

0.016**

1%

Cyprus

0.581***

0.206***

−0.310***

0.006

0.056***

0.022**

1%

Estonia

0.051**

0.047

−0.758

−0.002

0.004

0.003*

0%

Finland

0.446***

0.060***

−0.175***

0.019***

−0.007**

0.020**

4%

France

0.569***

0.072***

−0.106***

0.027***

0.005***

0.009*

3%

Germany

0.596***

0.090***

−0.135***

0.021***

0.003

0.012*

2%

Greece

1.035***

0.162***

−0.158***

0.095***

−0.005

0.050***

6%

Ireland

0.379***

0.012

−0.065***

0.087***

0.007***

0.021**

10%

Italy

1.088***

0.216***

−0.201***

0.033***

0.016***

0.011*

2%

Luxembourg

0.063**

0.067***

−1.283***

0.035***

0.000

0.010*

19%

Malta

0.536***

0.115***

−0.170***

0.009*

0.013***

0.013*

1%

Netherlands

0.553***

0.265***

−0.527***

0.051***

0.007**

0.015**

7%

Portugal

0.498***

0.023*

−0.023

0.028***

0.000

0.019**

3%

Slovakia

0.513***

−0.021*

0.004

0.022***

0.010***

0.013**

5%

Slovenia

0.263***

0.077***

−0.292***

0.031***

0.013***

0.015**

7%

Spain

0.606***

−0.005

−0.025***

0.037***

0.003

0.007*

6%