From: Investigating liquidity constraints as a channel of contagion: a regime switching approach
Sl. No: | Variables | Mean | Median | Std. Dev | Skewness | Kurtosis |
---|---|---|---|---|---|---|
1 | US Return | 0.035685 | 0.075576 | 1.353654 | −0.069699 | 12.44939 |
2 | Indian Reachable Return | 0.045814 | 0.025035 | 1.477971 | 0.231311 | 16.04324 |
3 | Indian Remote Return | 0.041719 | 0.038470 | 0.374275 | 0.663970 | 9.854970 |