Table 2. Descriptive statistics Markets...

Table 2.

Descriptive statistics

Markets	Mean	SD	Skewness	Kurtosis
Cryptos
ADA	0.24	0.34	2.14	3.11
BNB	49.84	71.51	2.48	4.55
BTC	18,652.04	15,062.59	1.46	0.77
DOGE	0.01	0.02	2.08	2.68
ETH	584.30	530.08	1.39	0.45
LINK	11.70	8.45	0.95	−0.04
LTC	81.46	53.20	1.34	0.42
XRP	0.30	0.13	1.26	0.40
Major foreign currencies
USD/AUD	0.71	0.05	−0.46	−0.58
EUR/USD	1.16	0.05	−0.39	−1.25
GBP/USD	1.30	0.06	−0.04	−0.69
USD/NZD	0.66	0.04	−0.18	−0.92
USD/CAD	1.33	0.05	0.37	−0.72
USD/CHF	0.93	0.03	0.27	−1.20
USD/JPY	106.34	1.97	0.42	−0.37
Equity indices
ASX 200	6,160.43	551.31	−0.37	−0.55
DAX 30	12,944.84	1,590.49	−0.75	0.01
FTSE 100	6,231.88	450.06	0.22	0.50
NASDAQ 100	10,992.49	1,765.82	−0.39	−0.88
NIKKEI 225	23,942.18	3,432.60	0.18	−0.83
S&P 500	3,349.52	402.48	−0.41	−0.50
Commodities
Gold	1,796.81	117.73	−0.34	−0.48
Crude oil	42.06	11.59	−0.13	−0.11

Markets	Mean	SD	Skewness	Kurtosis
Cryptos
ADA	0.24	0.34	2.14	3.11
BNB	49.84	71.51	2.48	4.55
BTC	18,652.04	15,062.59	1.46	0.77
DOGE	0.01	0.02	2.08	2.68
ETH	584.30	530.08	1.39	0.45
LINK	11.70	8.45	0.95	−0.04
LTC	81.46	53.20	1.34	0.42
XRP	0.30	0.13	1.26	0.40
Major foreign currencies
USD/AUD	0.71	0.05	−0.46	−0.58
EUR/USD	1.16	0.05	−0.39	−1.25
GBP/USD	1.30	0.06	−0.04	−0.69
USD/NZD	0.66	0.04	−0.18	−0.92
USD/CAD	1.33	0.05	0.37	−0.72
USD/CHF	0.93	0.03	0.27	−1.20
USD/JPY	106.34	1.97	0.42	−0.37
Equity indices
ASX 200	6,160.43	551.31	−0.37	−0.55
DAX 30	12,944.84	1,590.49	−0.75	0.01
FTSE 100	6,231.88	450.06	0.22	0.50
NASDAQ 100	10,992.49	1,765.82	−0.39	−0.88
NIKKEI 225	23,942.18	3,432.60	0.18	−0.83
S&P 500	3,349.52	402.48	−0.41	−0.50
Commodities
Gold	1,796.81	117.73	−0.34	−0.48
Crude oil	42.06	11.59	−0.13	−0.11

Notes:

Table 2 captures all the financial instruments in the crypto, foreign exchange, equity and commodity markets used in the study. Selected cryptos are Cardano (ADA), BNB, Bitcoin (BTC), Dogecoin (DOGE), Ethereum (ETH), Chainlink (LINK), Litecoin (LTC) and Ripple (XRP). Selected US-based foreign currency pairs are the Australian dollar (USD/AUD), euro (EUR/USD), British pounds (GBP/USD), New Zealand dollar (USD/NZD), Canadian dollar (USD/CAD), Swiss francs (USD/CHF) and Japanese yen (USD/JPY). Selected global equity market indices are ASX 200 (Australia), DAX 30 (Germany), FTSE 100 (UK), Nasdaq 100 (USA), Nikkei 225 (Japan) and S&P 500 (USA). Select commodity markets are gold and West Texas Intermediate crude oil

Source: Authors’ own creation

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