疫情爆发前(2017年1月1日至2019年12月31日)

类型

名称

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

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

$\widehat{a}$

$\widehat{\beta }$

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

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

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

国有银行

gs

−2.623

−1.957

−1.597^***

(−11.89)

0.427^***

(5.46)

−2.717

−0.760

38.836%

ny

−2.623

−1.751

−1.529^***

(−13.45)

0.367^***

(5.53)

−2.492

−0.741

42.298%

js

−2.623

−2.139

−1.775^***

(−16.36)

0.526^***

(8.32)

−3.155

−1.016

47.485%

zg

−2.623

−1.491

−1.273^***

(−11.13)

0.355^***

(5.33)

−2.204

−0.713

47.831%

jt

−2.623

−1.478

−1.288^***

(−15.60)

0.348^***

(7.22)

−2.201

−0.723

48.904%

股份制银行

zs

−2.623

−2.511

−1.743^***

(−12.25)

0.665^***

(8.02)

−3.487

−0.976

38.881%

ys

−2.623

−1.901

−1.448^***

(−13.95)

0.489^***

(8.09)

−2.731

−0.830

43.643%

zx

−2.623

−0.849

−0.690^***

(−14.03)

0.196^***

(6.85)

−1.204

−0.355

41.827%

pf

−2.623

−1.808

−1.480^***

(−11.03)

0.396^***

(5.07)

−2.519

−0.711

39.309%

ms

−2.623

−1.622

−1.343^***

(−10.88)

0.410^***

(5.70)

−2.418

−0.796

49.102%

gd

−2.623

−1.814

−1.487^***

(−10.20)

0.416^***

(4.89)

−2.578

−0.764

42.126%

pa

−2.623

−1.239

−0.885^***

(−16.06)

0.305^***

(9.50)

−1.685

−0.446

35.998%

hx

−2.623

−0.737

−0.622^***

(−11.98)

0.179^***

(5.92)

−1.092

−0.355

48.103%

城市商业银行

nb

−2.623

−2.546

−2.163^***

(−12.33)

0.497^***

(4.86)

−3.467

−0.921

36.160%

bj

−2.623

−1.611

−1.297^***

(−11.28)

0.336^***

(5.02)

−2.178

−0.567

35.216%

sh

−2.623

−2.005

−1.790^***

(−11.80)

0.414^***

(4.68)

−2.876

−0.871

43.438%