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I have estimated a regression and found a breakpoint using chow:

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Then I created a dummy variable which is 0 before the break and 1 from the break until the end. This is the result:

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I was assuming this p-value for the dummy variable means the break is not relevant. Is this correct?

I then interacted the variable with the other independent variables:

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One of the interactions is very significant.

I don't know what to conclude from it. Is this break relevant and I should segment my regression or not?

If it makes any difference: These are financial returns of a company as dependent upon a stock index returns and usd exchange rates, all as log.

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