| Pre-crises period | Post-crises period | ||
---|---|---|---|---|
 | Stock Index | Oil Price | Stock Index | Oil Price |
Mean | 0.119325 | 0.057233 | 0.043539 | 0.013699 |
Median | 0.185935 | 0.066066 | 0.050602 | 0.000000 |
Maximum | 6.448673 | 12.44253 | 8.254687 | 16.41370 |
Minimum | −7.741379 | −17.09179 | −5.134857 | −12.82672 |
Standard Deviation | 1.435641 | 2.362568 | 1.190427 | 2.386366 |
Skewness | −0.418083 | −0.547710 | −0.308992 | 0.102236 |
Kurtosis | 5.659834 | 7.684251 | 7.149258 | 9.461846 |
Jarque-Bera | 591.4636a | 1760.732a | 1338.933a | 3180.075a |
ARCH LM | 210.1294a | 63.84006a | 100.1604a | 122.0481a |