1. a) (b) (c) (d)(e) (f) (g) (h) (i) (j)(k) (l;DIP,2005
2. Asset return correlations are calculated as the average correlation between one firm and all other firms in the sample, and liability weights are calculated as the total liabilities of the firm relative to aggregate sample liabilities. The dependent variables are centered when computing the interaction terms. Heteroscedasticity-consistent standard errors clustered at the firm level (see Petersen, 2009) are given in parentheses;V V Biggs;This table reports input factor regressions for measures of individual systemic importance. The dependent variables the marginal DIP (in basis points), the risk-neutral CoPD (in percentage points), and the riskneutral CoPSD (in percentage points),2010