Table 1

Descriptive statistics

VariableCNCICCPUCFTICEPU
Minimum−0.093−1.052−0.17−0.337
P25−0.015−0.251−0.036−0.152
P500.006−0.011−0.0030.013
P750.0290.2490.0290.147
Maximum0.1421.2080.2350.377
Mean0.0070.0120.0060.006
Std. Dev0.0450.4140.0760.184
Skewness0.4410.3230.689−0.01
Kurtosis4.0273.5634.3212.002
Jarque–Brea4.0451.6258.052**2.199

Note(s): Asterisks ** represent significance levels of 5%

Source(s): Table created by authors

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