Table 1 Summary statistics. This table reports the means, standard deviations, maxima, and minima for USDX, GEP/USD, and USD/CNY as well as DJ30, FTSE100, and SSE50 indices over the data period 2006–2015
From: Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY
Variable | Obs. | Mean | Std. Dev. | Min | Max |
|---|---|---|---|---|---|
Panel A: stock index levels | |||||
DJ 30 index | 2517 | 12,968.21 | 2722.62 | 6547.05 | 18,312.39 |
FTSE 100 index | 2594 | 5885.81 | 719.88 | 3512.10 | 7104.00 |
SSE 50 index | 2481 | 2740.83 | 903.63 | 1161.06 | 6092.06 |
Panel B: stock index returns | |||||
DJ 30 index returns | 2517 | 0.026% | 1.201% | −7.873% | 11.080% |
FTSE 100 index returns | 2594 | 0.012% | 1.251% | −8.848% | 9.839% |
SSE 50 index returns | 2481 | 0.060% | 1.788% | −8.841% | 9.455% |
Panel C: currencies | |||||
USDX | 2509 | 77.79 | 6.00 | 68.00 | 95.21 |
GBP/USD | 2513 | 1.67 | 0.17 | 1.37 | 2.11 |
USD/CNY | 2513 | 6.75 | 0.60 | 6.04 | 8.07 |
Panel D: currency changes | |||||
△USDX | 2509 | 0.005% | 0.483% | −4.024% | 2.179% |
△GBP/USD | 2513 | −0.004% | 0.617% | −4.845% | 4.535% |
△USD/CNY | 2513 | −0.009% | 0.122% | −0.993% | 1.833% |