From: Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
Variables | Mean | Min | Max | SD | ADF |
---|---|---|---|---|---|
r | 0.0005 |  − 0.1277 | 0.0897 | 0.0131 |  − 8.7374*** |
Skew | 0.0005 |  − 0.3257 | 0.2094 | 0.0567 |  − 24.6753*** |
rCases | 0.0114 |  − 2.9444 | 2.9444 | 0.2256 |  − 5.9381*** |
rEPU | 0.0004 |  − 1.7103 | 2.3038 | 0.4840 |  − 24.6728*** |
rEMU | 0.0007 |  − 4.1866 | 4.2360 | 1.0065 |  − 22.0578*** |
rEMV_ID | 0.0034 |  − 1.9782 | 1.9782 | 0.4591 |  − 20.6820*** |