Descriptive statistics for Africa sovereign bond returns
| Variables | Mean | Std. dev | Skewness | Kurtosis | JB stat |
|---|---|---|---|---|---|
| Botswana | 0.011 (0.443) | 0.558 | −0.008 (0.899) | 3.344 (0.000) | 615 (0.000) |
| Egypt | −0.001 (0.963) | 1.487 | −19.988 (0.000) | 549.194 (0.000) | 1,667,673 (0.000) |
| Ghana | 0.031 (0.144) | 0.792 | 0.475 (0.000) | 8.870 (0.000) | 4,377 (0.000) |
| Kenya | 0.038 (0.000) | 0.313 | −0.130 (0.052) | 50.694 (0.000) | 141,351 (0.000) |
| Morocco | 0.010 (0.274) | 0.346 | −0.001 (0.980) | 2.356 (0.000) | 305 (0.000) |
| Nigeria | 0.008 (0.785) | 1.146 | −11.854 (0.000) | 268.00 (0.000) | 398,129 (0.000) |
| South Africa | 0.008 (0.818) | 1.427 | −0.601 (0.000) | 6.545 (0.000) | 2,435 (0.000) |
| Uganda | 0.036 (0.021) | 0.571 | 1.391 (0.000) | 40.132 (0.000) | 89,008 (0.000) |
| Variables | Mean | Std. dev | Skewness | Kurtosis | JB stat |
|---|---|---|---|---|---|
| Botswana | 0.011 (0.443) | 0.558 | −0.008 (0.899) | 3.344 (0.000) | 615 (0.000) |
| Egypt | −0.001 (0.963) | 1.487 | −19.988 (0.000) | 549.194 (0.000) | 1,667,673 (0.000) |
| Ghana | 0.031 (0.144) | 0.792 | 0.475 (0.000) | 8.870 (0.000) | 4,377 (0.000) |
| Kenya | 0.038 (0.000) | 0.313 | −0.130 (0.052) | 50.694 (0.000) | 141,351 (0.000) |
| Morocco | 0.010 (0.274) | 0.346 | −0.001 (0.980) | 2.356 (0.000) | 305 (0.000) |
| Nigeria | 0.008 (0.785) | 1.146 | −11.854 (0.000) | 268.00 (0.000) | 398,129 (0.000) |
| South Africa | 0.008 (0.818) | 1.427 | −0.601 (0.000) | 6.545 (0.000) | 2,435 (0.000) |
| Uganda | 0.036 (0.021) | 0.571 | 1.391 (0.000) | 40.132 (0.000) | 89,008 (0.000) |
Note(s): Std. Dev. and JB Stat are the standard deviation and Jarque-Bera statistics for the Africa sovereign bonds return series. [.] and (.) are the t-statistic of means and p-value of the Jarque-Bera statistics, respectively
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