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Table 1 Summary statistics

From: Dynamics of volatility spillover between stock market and foreign exchange market: evidence from Asian Countries

Countries Mean (%) SD (%) Skewness Kurtosis Jarque-Bera
Stock Returns
China 0.01 1.54 −0.0258 7.5784 3417
Hong Kong 0.02 1.53 −0.0755 10.9303 1025
India 0.04 1.56 −0.1138 9.7135 7355
Japan 0.004 1.47 −0.6614 8.8684 5898
Pakistan 0.08 1.39 −0.3471 6.0991 1644
Sri Lanka 0.05 1.12 −0.3443 23.3727 6773
Exchange Rate Returns
China −0.0077 1.04 −2.3602 56.1120 4634
Hong Kong 0.000026 1.28 2.3450 232.305 8574
India 0.0094 3.04 −0.4613 10.3073 8842
Japan −0.0019 2.89 −0.0524 5.6247 1124
Pakistan 0.018 5.87 −0.0789 14.0504 1990
Sri Lanka 0.016 6.01 0.1262 28.4906 1059
  1. Mean represents the mean daily return
  2. SD represents standard deviation