疫情爆发后(2020年1月1日至2023年5月20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

−2.745

−1.332

−1.090^***

(−11.99)

0.226^***

(4.80)

−1.710

−0.378

28.358%

ny

−2.745

−1.094

−0.852^***

(−15.43)

0.217^***

(7.58)

−1.448

−0.353

32.283%

js

−2.745

−1.603

−1.262^***

(−12.83)

0.322^***

(6.33)

−2.146

−0.543

33.854%

zg

−2.745

−0.963

−0.935^***

(−13.10)

0.222^***

(6.00)

−1.544

−0.581

60.328%

jt

−2.745

−1.276

−0.976^***

(−12.19)

0.259^***

(6.26)

−1.687

−0.410

32.152%

股份制银行

zs

−2.745

−3.062

−2.186^***

(−15.11)

0.718^***

(9.59)

−4.157

−1.095

35.754%

ys

−2.745

−2.935

−2.126^***

(−11.89)

0.627^***

(6.78)

−3.847

−0.912

31.063%

zx

−2.745

−0.749

−0.577^***

(−12.30)

0.147^***

(6.06)

−0.980

−0.232

30.930%

pf

−2.745

−1.783

−1.346^***

(−12.62)

0.390^***

(7.07)

−2.416

−0.633

35.506%

ms

−2.745

−1.531

−1.126^***

(−14.01)

0.313^***

(7.54)

−1.985

−0.454

29.632%

gd

−2.745

−1.955

−1.509^***

(−9.89)

0.395^***

(5.00)

−2.593

−0.638

32.639%

pa

−2.745

−1.422

−1.010^***

(−12.69)

0.297^***

(7.21)

−1.825

−0.403

28.348%

hx

−2.745

−0.654

−0.524^***

(−15.93)

0.130^***

(7.66)

−0.881

−0.226

34.608%

城市商业银行

nb

−2.745

−3.523

−2.804^***

(−16.19)

0.615^***

(6.87)

−4.492

−0.969

27.504%

bj

−2.745

−1.302

−0.930^***

(−16.72)

0.285^***

(9.91)

−1.712

−0.411

31.550%

sh

−2.745

−1.521

−1.071^***

(−13.28)

0.309^***

(7.41)

−1.919

−0.398

26.173%