Table 1 Descriptive statistics of the... | Emerald Publishing

Table 1

Descriptive statistics of the data

Summary	Ibovespa (log-return)	Interest rate expectation (log-return)
Count	2,239	2,239
Mean	0.00019	0.00094
Min	−0.17342	−0.97472
25%	−0.00822	−0.00416
50%	0.00051	0.00001
75%	0.00937	0.00277
Max	0.12210	1.05616
ADF test	−11.45	−10.491
p-value	0.0001	0.0001

Summary	Ibovespa (log-return)	Interest rate expectation (log-return)
Count	2,239	2,239
Mean	0.00019	0.00094
Min	−0.17342	−0.97472
25%	−0.00822	−0.00416
50%	0.00051	0.00001
75%	0.00937	0.00277
Max	0.12210	1.05616
ADF test	−11.45	−10.491
p-value	0.0001	0.0001

Source(s): Authors’ elaboration