Table 3 Descriptive statistics CON_ret... | Emerald Publishing

Table 3

Descriptive statistics

	CON_ret	ISLAMIC_ret	CDS_ret	BONDY_ret	E?R_ret	USCDS_ret	MSCIW_ret	VIX_ret	OVX_ret
Mean	0.004733	−0.007781	0.00073	−0.31911	−0.001734	2.934387	−0.00823	−0.0217	3.60369
Median	0.026525	0.061788	0.001263	0.09531	−0.002304	2.897568	0.074012	−0.0625	3.56105
Maximum	0.578261	0.593574	1.470176	1.301009	0.255238	3.295096	0.554007	1.90652	5.78429
Minimum	−0.69689	−0.904414	−1.53157	−6.90776	−0.238985	2.297573	−0.64535	−1.5663	2.88256
Std. Dev	0.185892	0.251498	0.461338	1.295229	0.067463	0.194297	0.224904	0.53436	0.35521
Skewness	−0.603622	−0.929693	0.092908	−1.59471	0.04471	−0.153879	−0.87324	0.25236	1.76631
Kurtosis	3.760314	3.365962	3.000793	5.527391	3.397833	3.144692	2.939031	3.05108	8.37314
Jarque–Bera	757.721***	1336.84***	12.85323***	6164.49***	61.89289***	43.05109***	1136.804***	95.7999***	15392.6***

	CON_ret	ISLAMIC_ret	CDS_ret	BONDY_ret	E?R_ret	USCDS_ret	MSCIW_ret	VIX_ret	OVX_ret
Mean	0.004733	−0.007781	0.00073	−0.31911	−0.001734	2.934387	−0.00823	−0.0217	3.60369
Median	0.026525	0.061788	0.001263	0.09531	−0.002304	2.897568	0.074012	−0.0625	3.56105
Maximum	0.578261	0.593574	1.470176	1.301009	0.255238	3.295096	0.554007	1.90652	5.78429
Minimum	−0.69689	−0.904414	−1.53157	−6.90776	−0.238985	2.297573	−0.64535	−1.5663	2.88256
Std. Dev	0.185892	0.251498	0.461338	1.295229	0.067463	0.194297	0.224904	0.53436	0.35521
Skewness	−0.603622	−0.929693	0.092908	−1.59471	0.04471	−0.153879	−0.87324	0.25236	1.76631
Kurtosis	3.760314	3.365962	3.000793	5.527391	3.397833	3.144692	2.939031	3.05108	8.37314
Jarque–Bera	757.721***	1336.84***	12.85323***	6164.49***	61.89289***	43.05109***	1136.804***	95.7999***	15392.6***

Note(s): *** shows 1% level of significance

Source(s): Created by the authors