序列 | 置信水平 | ΔCoVaR | |
深市®港市 | 港市®深市 | ||
实施前 | 5% | −0.9431 | −3.0326 |
10% | −0.5642 | −1.6895 | |
实施后 | 5% | −1.0569 | −1.9441 |
10% | −0.7063 | −1.1961 |