Table 1 Descriptive statistics Variable...

Table 1

Descriptive statistics

Variable	Mean	Std. dev	Max	Min	Skewness	Kurtosis	JB
France return	0.0004	0.0327	0.3599	−0.3638	−0.2943	55.0669	205720.4000
G.GBR	−0.0001	0.0038	0.0226	−0.0242	−0.0721	8.1712	2030.6290
OVX	40.3340	21.2744	325.1500	17.8600	5.3685	44.5113	139494.2000
VIX	19.2474	8.0045	82.6900	9.1400	2.3460	13.7152	10382.1900
TRI	−0.0025	0.0227	0.1143	−0.0814	0.3850	4.3382	180.8842
PRI	−0.0011	0.0221	0.1225	−0.0559	0.7347	4.5384	343.4264
G.GPR	116.4069	56.6830	540.8274	9.4915	2.1066	11.8706	7317.4300

Variable	Mean	Std. dev	Max	Min	Skewness	Kurtosis	JB
France return	0.0004	0.0327	0.3599	−0.3638	−0.2943	55.0669	205720.4000
G.GBR	−0.0001	0.0038	0.0226	−0.0242	−0.0721	8.1712	2030.6290
OVX	40.3340	21.2744	325.1500	17.8600	5.3685	44.5113	139494.2000
VIX	19.2474	8.0045	82.6900	9.1400	2.3460	13.7152	10382.1900
TRI	−0.0025	0.0227	0.1143	−0.0814	0.3850	4.3382	180.8842
PRI	−0.0011	0.0221	0.1225	−0.0559	0.7347	4.5384	343.4264
G.GPR	116.4069	56.6830	540.8274	9.4915	2.1066	11.8706	7317.4300

Note(s): ***, **, and * significant at 1%, 5%, and 10%, respectively G.GBR refers to global green bonds, OVX refers to CBOE Crude Oil Volatility Index, VIX refers to CBOE Volatility Index, TRI refers to Transition Risk Index, PRI refers to Physical Risk Index, and G.GPR refers to Global Geopolitical Risk Index

Source(s): Author’s own elaboration

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