Table 1

Descriptive statistics

VariableCountMeanStandard deviationMedianTrimmed meanMean absolute deviationMinimumMaximumRangeSkewKurtosisStandard errorJ-BSource
ICEA8699.880.6299.6799.760.4199.39102.613.221.864.030.07114.75***LexisNexis News & Business
UCRY Policy8699.890.6799.7299.760.3499.22103.203.972.789.030.07425.59***LexisNexis News & Business
UCRY Price8699.890.7199.6999.760.4699.19102.913.722.155.110.08169.28***LexisNexis News & Business
GlobalEPU86193.2978.62171.36186.0086.1486.16429.60343.450.73−0.278.487.969**policyuncertainty.com
VIX8617.587.4915.1816.314.539.5153.5444.032.135.740.81194.19***Yahoo Finance
BCO8661.5719.4657.5459.3313.6425.27111.9686.691.010.642.1016.972***Yahoo Finance
Bitcoin865,464.537,454.223,151.874,114.644,226.66229.6745,137.7744,908.102.8410.52803.81540.74***Yahoo Finance
GTU860.080.020.080.080.020.050.120.080.38−0.400.002.5095**Berkeley Earth
IP86101.923.67101.56102.213.1884.53106.4721.94−1.756.050.40185.79***OECD

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