类型

名称

$Va{R}_{0.05}^b$

$Va{R}_{0.05}^i$

$\widehat{a}$

$\widehat{\beta }$

$CoVa{R}_{0.05}^{i|b}$

$\Delta CoVa{R}_{0.05}^{i|b}$

$\text{\%}CoVa{R}_{0.05}^{i|b}$

国有银行

gs

−2.664

−1.666

−1.369^***

(−22.12)

0.328^***

(9.68)

−2.243

−0.577

34.636%

ny

−2.664

−1.379

−1.199^***

(−13.87)

0.281^***

(5.92)

−1.948

−0.568

41.182%

js

−2.664

−1.817

−1.581^***

(−17.34)

0.430^***

(8.60)

−2.726

−0.910

50.071%

zg

−2.664

−1.294

−1.101^***

(−17.41)

0.267^***

(7.72)

−1.812

−0.518

40.059%

jt

−2.664

−1.358

−1.150^***

(−20.60)

0.288^***

(9.41)

−1.917

−0.559

41.139%

股份制银行

zs

−2.664

−2.908

−1.976^***

(−19.71)

0.701^***

(12.75)

−3.843

−0.935

32.154%

ys

−2.664

−2.570

−1.744^***

(−17.42)

0.579^***

(10.55)

−3.286

−0.716

27.869%

zx

−2.664

−0.775

−0.659^***

(−20.12)

0.168^***

(9.36)

−1.107

−0.332

42.867%

pf

−2.664

−1.786

−1.378^***

(−18.25)

0.395^***

(9.54)

−2.430

−0.644

36.037%

ms

−2.664

−1.579

−1.189^***

(−18.13)

0.344^***

(9.58)

−2.105

−0.527

33.371%

gd

−2.664

−1.896

−1.502^***

(−17.77)

0.413^***

(8.91)

−2.602

−0.706

37.228%

pa

−2.664

−1.324

−0.953^***

(−23.15)

0.301^***

(13.33)

−1.755

−0.431

32.578%

hx

−2.664

−0.688

−0.565^***

(−17.04)

0.140^***

(7.73)

−0.938

−0.250

36.321%

城市商业银行

nb

−2.664

−3.051

−2.617^***

(−21.64)

0.602^***

(9.09)

−4.221

−1.169

38.316%

bj

−2.664

−1.451

−1.116^***

(−21.85)

0.313^***

(11.20)

−1.950

−0.499

34.407%

sh

−2.664

−1.822

−1.428^***

(−15.46)

0.370^***

(7.32)

−2.414

−0.592

32.480%