Table 2. Descriptive statistics... | Emerald Publishing

Table 2.

Descriptive statistics

Statistics	RBMSCIGB	RSPDJGB	RG1NG	RESPDR	RNYSE
Min. value	−0.02	−0.02	−0.17	−0.22	−0.13
Max. value	0.02	0.02	0.34	0.15	0.10
Mean	0.00	0.00	0.00	0.00	0.00
Stdev	0.00	0.00	0.03	0.02	0.01
Skewness	−0.32	−0.06	1.05	−0.98	−1.36
Kurtosis	11.82	6.01	10.61	17.88	23.03
Jarque–Bera test	10,024***	2,671***	8,363***	25,358***	38,428***
ADF test	−12.509**	−12.531**	−11.011***	−10.893**	−11.481**

Statistics	RBMSCIGB	RSPDJGB	RG1NG	RESPDR	RNYSE
Min. value	−0.02	−0.02	−0.17	−0.22	−0.13
Max. value	0.02	0.02	0.34	0.15	0.10
Mean	0.00	0.00	0.00	0.00	0.00
Stdev	0.00	0.00	0.03	0.02	0.01
Skewness	−0.32	−0.06	1.05	−0.98	−1.36
Kurtosis	11.82	6.01	10.61	17.88	23.03
Jarque–Bera test	10,024***	2,671***	8,363***	25,358***	38,428***
ADF test	−12.509**	−12.531**	−11.011***	−10.893**	−11.481**

Source: Authors’ own presentation