类型

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

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

$\widehat{a}$

$\widehat{\beta }$

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

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

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

银行业

(yh)

−2.664

−1.492

−1.107^***

(−23.23)

0.365^***

(13.96)

−2.079

−0.587

39.364%

国有银行

(gy)

−2.664

−1.483

−1.234^***

(−19.47)

0.326^***

(9.38)

−2.102

−0.620

41.808%

股份制银行

(gf)

−2.664

−2.130

−1.391^***

(−20.47)

0.535^***

(14.37)

−2.816

−0.686

32.196%

城市商业银行

(cs)

−2.664

−1.957

−1.488^***

(−20.40)

0.440^***

(11.00)

−2.660

−0.703

35.945%