Table 6 Estimates of the standard QTE... | Emerald Publishing

Table 6

Estimates of the standard QTE

Pair	Quantile	TE X → Z	TE Z → X
ICLN → EPU	0.05	0.0015	0.0011
ICLN → EPU	0.50	0.0013	0.0014
ICLN → EPU	0.95	0.0005	0.0002
BGRN → EPU	0.05	0.0002	0.0004
BGRN → EPU	0.50	0.0011	0.0028
BGRN → EPU	0.95	0.0001	0.0007
Energy → EPU	0.05	0.0006	0.0034
Energy → EPU	0.50	0.0039	0.0004
Energy → EPU	0.95	0.0038	0.0006
ICLN → EFFR	0.05	0.0017	0.0005
ICLN → EFFR	0.50	0.0009	0.0001
ICLN → EFFR	0.95	0.0003	0.0017
BGRN → EFFR	0.05	0.0017	0.0005
BGRN → EFFR	0.50	0.0028	0.0013
BGRN → EFFR	0.95	0.0009	0.0006
Energy → EFFR	0.05	0.0000	0.0018
Energy → EFFR	0.50	0.0008	0.0002
Energy → EFFR	0.95	0.0005	0.0006

Pair	Quantile	TEX → Z	TEZ → X
ICLN → EPU	0.05	0.0015	0.0011
ICLN → EPU	0.50	0.0013	0.0014
ICLN → EPU	0.95	0.0005	0.0002
BGRN → EPU	0.05	0.0002	0.0004
BGRN → EPU	0.50	0.0011	0.0028
BGRN → EPU	0.95	0.0001	0.0007
Energy → EPU	0.05	0.0006	0.0034
Energy → EPU	0.50	0.0039	0.0004
Energy → EPU	0.95	0.0038	0.0006
ICLN → EFFR	0.05	0.0017	0.0005
ICLN → EFFR	0.50	0.0009	0.0001
ICLN → EFFR	0.95	0.0003	0.0017
BGRN → EFFR	0.05	0.0017	0.0005
BGRN → EFFR	0.50	0.0028	0.0013
BGRN → EFFR	0.95	0.0009	0.0006
Energy → EFFR	0.05	0.0000	0.0018
Energy → EFFR	0.50	0.0008	0.0002
Energy → EFFR	0.95	0.0005	0.0006

Source(s): Computed by the authors