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 | | | | | | | | |
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