I unfortunately cannot track down the prior research that I did on this in the time I have available as a new father but I am as skeptical as they come and I seemed to have found some solid data suggesting that nations with Christian values are simply broadly more honest and trustworthy. This includes countries such as Iceland because even though it is technically atheist, there's inertia there still from the influence of Christianity on its culture.
I also don’t believe Christian societies are more honest than others. Every religion I know of teaches honesty, as does every non-religious ethical framework I can think of.