Research Article
Asymmetric Procyclicality of Chinese Banking and the Countercyclical Buffer of Basel III
Table 3
Results for the copula models.
| | | Coefficient | Std error | AIC | BIC | LLF |
| Static Gaussian | | | | | | |
| Static SJC | | | | | | | | | |
| Time-varying Gaussian | | | | | | | | | |
| Time-varying SJC | Constant | | | | | | | | | | | | Constant | | | | | | | | |
|
|