Table 1 Summary statistics Mean Median...

Table 1

Summary statistics

	Mean	Median	Max	Min	Std. Dev	Skewness	Kurtosis	Jarque-Bera	Q-stat	ARCH test
BRAZ	0.00046	0.00090	0.13678	−0.14116	0.01790	−0.17721	7.1763	3531.0***	16.815***	120.56***
MEXI	0.00031	0.00069	0.10440	−0.08267	0.01288	−0.03744	8.4611	5995.5***	98.708***	139.59***
CHIL	0.00041	0.00060	0.11784	−0.08490	0.00979	−0.10695	12.9329	19,828***	184.18***	191.18***
PERU	0.00057	0.00041	0.12815	−0.13291	0.01355	−0.43896	14.7773	28,023***	290.68***	657.11***
GOLD	0.00035	0.00048	0.06841	−0.09596	0.01119	−0.24309	8.2175	5519.26***	22.883***	109.13***

	Mean	Median	Max	Min	Std. Dev	Skewness	Kurtosis	Jarque-Bera	Q-stat	ARCH test
BRAZ	0.00046	0.00090	0.13678	−0.14116	0.01790	−0.17721	7.1763	3531.0***	16.815***	120.56***
MEXI	0.00031	0.00069	0.10440	−0.08267	0.01288	−0.03744	8.4611	5995.5***	98.708***	139.59***
CHIL	0.00041	0.00060	0.11784	−0.08490	0.00979	−0.10695	12.9329	19,828***	184.18***	191.18***
PERU	0.00057	0.00041	0.12815	−0.13291	0.01355	−0.43896	14.7773	28,023***	290.68***	657.11***
GOLD	0.00035	0.00048	0.06841	−0.09596	0.01119	−0.24309	8.2175	5519.26***	22.883***	109.13***

Note(s): “Max-Maximum, Min-Minimum, Std. Dev-Standard deviation, Q Stat-Ljung–Box Q statistics. BRAZ, Brazil; CHIL, Chile; MEXI, Mexico. Values in parentheses are the p-values. ^*** indicate the statistical significance at 10% respectively”

Source(s): Own elaboration

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