From: On the role of stablecoins in cryptoasset pricing dynamics
Cryptoassets | Bitcoin | Altcoins | Stablecoins | USDT | |
---|---|---|---|---|---|
Mean | 0.0020 | 0.0019 | 0.0025 | 0.0048 | 0.0054 |
SD | 0.0392 | 0.0390 | 0.0506 | 0.0416 | 0.0427 |
SD/mean | 19.1275 | 20.0483 | 20.1057 | 8.7357 | 7.9474 |
Minimum | − 0.4759 | − 0.4646 | − 0.5079 | − 0.3469 | − 0.1102 |
Maximum | 0.1765 | 0.2252 | 0.3206 | 0.6842 | 0.7453 |
Skewness | − 1.3226 | − 0.9595 | − 0.5057 | 7.7569 | 10.5810 |
Excess kurtosis | 14.8840 | 14.2680 | 9.1247 | 104.9000 | 136.1300 |
\(q_{0.05}\) | − 0.0606 | − 0.0619 | − 0.0754 | − 0.0157 | − 0.0079 |
\(q_{0.95}\) | 0.0621 | 0.0610 | 0.0835 | 0.0238 | 0.0191 |