Table 2 Descriptive statistics of variables, January 1985–August 2020

Mean

0.0772

88.0904

0.1383

0.0012

89.7878

3.6156

1.0955

− 0.0970

Median

0.0866

90.9000

 − 0.0289

− 0.0022

89.0798

3.7300

1.0350

− 7.5000

Maximum

0.6015

112.0000

2.9387

0.2457

143.9059

9.8500

2.8300

190.810

Minimum

 − 0.6253

55.3000

 − 0.9417

 − 0.1807

69.0608

0.0700

− 0.4100

− 159.47

Std. Dev

0.2255

11.7058

0.6213

0.0470

12.4077

2.8077

0.8478

58.6832

Skewness

 − 0.3912

 − 0.5822

1.4577

0.2359

1.2007

0.2091

0.2376

0.8926

Kurtosis

3.1131

2.9896

6.2592

5.7211

5.9610

1.8156

1.9000

4.1265

Jarque–Bera test

10.5***

22.99***

324.2***

129.3***

246.4***

26.7***

25.6***

79.4***

(0.0050)

(0.0000)

(0.0000)

(0.0000)

(0.0000)

(0.0000)

(0.0000)

(0.0000)