Table 10 Summary statistics for variables in the regression of total connectedness
From: Heterogeneity in the volatility spillover of cryptocurrencies and exchanges
Exchanges | VarName | Obs | Mean | SD | Min | P25 | Median | P75 | Max |
|---|---|---|---|---|---|---|---|---|---|
Bitfinex | LnTotal | 99 | 4.333 | 0.027 | 4.274 | 4.307 | 4.344 | 4.355 | 4.366 |
|  | RES_BF_LTC | 99 | 0.949 | 5.120 |  − 12.956 |  − 2.221 | 0.251 | 3.172 | 18.352 |
|  | RES_BF_XLM | 99 | 1.018 | 7.808 |  − 12.857 |  − 2.828 |  − 0.097 | 2.648 | 48.231 |
| Â | LnVolLTC | 99 | 15.163 | 1.111 | 13.191 | 14.169 | 15.079 | 16.006 | 17.678 |
| Â | LnVolXLM | 99 | 12.059 | 1.486 | 9.183 | 10.948 | 11.618 | 13.096 | 16.170 |
| Â | LnVolXRP | 99 | 15.353 | 1.567 | 12.760 | 14.240 | 14.832 | 16.531 | 19.329 |
| Â | LnPV_ETH | 99 | 7.682 | 0.336 | 7.109 | 7.418 | 7.588 | 7.948 | 8.484 |
| Â | LnMSCI_World | 99 | 7.814 | 0.046 | 7.738 | 7.775 | 7.803 | 7.860 | 7.892 |
| Â | LnSP_500 | 99 | 8.159 | 0.041 | 8.083 | 8.121 | 8.156 | 8.197 | 8.222 |
| Â | LnIBMA_Gold | 99 | 7.541 | 0.022 | 7.480 | 7.530 | 7.541 | 7.556 | 7.584 |
| Â | LnGEPU_ppp | 99 | 5.790 | 0.101 | 5.707 | 5.714 | 5.742 | 5.941 | 5.941 |
| Â | LnElePrice | 99 | 2.449 | 0.020 | 2.431 | 2.432 | 2.432 | 2.455 | 2.484 |
Binance | LnTotal | 99 | 4.343 | 0.025 | 4.291 | 4.318 | 4.351 | 4.365 | 4.372 |
|  | RES_BN_LTC | 99 | 0.951 | 5.138 |  − 12.978 |  − 2.300 | 0.219 | 3.094 | 18.533 |
|  | RES_BN_XLM | 99 | 1.019 | 7.816 |  − 12.576 |  − 2.787 | 0.010 | 2.594 | 47.876 |
| Â | LnVolLTC | 99 | 17.755 | 1.023 | 15.871 | 16.789 | 17.707 | 18.524 | 19.842 |
| Â | LnVolXLM | 99 | 16.510 | 1.194 | 14.996 | 15.613 | 15.988 | 17.385 | 19.813 |
| Â | LnVolXRP | 99 | 18.267 | 1.290 | 16.457 | 17.272 | 17.737 | 19.491 | 21.366 |
| Â | LnPV_ETH | 99 | 7.682 | 0.336 | 7.109 | 7.418 | 7.588 | 7.948 | 8.484 |
| Â | LnMSCI_World | 99 | 7.814 | 0.046 | 7.738 | 7.775 | 7.803 | 7.860 | 7.892 |
| Â | LnSP_500 | 99 | 8.159 | 0.041 | 8.083 | 8.121 | 8.156 | 8.197 | 8.222 |
| Â | LnIBMA_Gold | 99 | 7.541 | 0.022 | 7.480 | 7.530 | 7.541 | 7.556 | 7.584 |
| Â | LnGEPU_ppp | 99 | 5.790 | 0.101 | 5.707 | 5.714 | 5.742 | 5.941 | 5.941 |
| Â | LnElePrice | 99 | 2.449 | 0.020 | 2.431 | 2.432 | 2.432 | 2.455 | 2.484 |
Coinbase | LnTotal | 99 | 4.332 | 0.029 | 4.273 | 4.303 | 4.335 | 4.357 | 4.366 |
|  | RES_CB_LTC | 99 | 0.953 | 5.157 |  − 13.015 |  − 2.228 | 0.223 | 3.231 | 18.374 |
|  | RES_CB_XLM | 99 | 1.023 | 7.868 |  − 12.642 |  − 2.752 |  − 0.147 | 2.602 | 48.538 |
| Â | LnVolLTC | 99 | 16.372 | 1.067 | 14.581 | 15.417 | 16.218 | 17.237 | 18.708 |
| Â | LnVolXLM | 99 | 15.653 | 1.333 | 13.911 | 14.634 | 15.074 | 16.810 | 19.339 |
| Â | LnVolXRP | 99 | 17.032 | 1.362 | 15.200 | 16.025 | 16.308 | 18.357 | 20.345 |
| Â | LnPV_ETH | 99 | 7.682 | 0.336 | 7.109 | 7.418 | 7.588 | 7.948 | 8.484 |
| Â | LnMSCI_World | 99 | 7.814 | 0.046 | 7.738 | 7.775 | 7.803 | 7.860 | 7.892 |
| Â | LnSP_500 | 99 | 8.159 | 0.041 | 8.083 | 8.121 | 8.156 | 8.197 | 8.222 |
| Â | LnIBMA_Gold | 99 | 7.541 | 0.022 | 7.480 | 7.530 | 7.541 | 7.556 | 7.584 |
| Â | LnGEPU_ppp | 99 | 5.790 | 0.101 | 5.707 | 5.714 | 5.742 | 5.941 | 5.941 |
| Â | LnElePrice | 99 | 2.449 | 0.020 | 2.431 | 2.432 | 2.432 | 2.455 | 2.484 |
OKEx | LnTotal | 99 | 4.339 | 0.027 | 4.283 | 4.312 | 4.347 | 4.363 | 4.371 |
|  | RES_OE_LTC | 99 | 0.950 | 5.115 |  − 12.815 |  − 2.316 | 0.298 | 3.165 | 18.290 |
|  | RES_OE_XLM | 99 | 1.020 | 7.830 |  − 12.686 |  − 2.814 |  − 0.008 | 2.595 | 47.586 |
| Â | LnVolLTC | 99 | 16.920 | 0.919 | 15.245 | 16.168 | 16.626 | 17.667 | 19.002 |
| Â | LnVolXLM | 99 | 15.908 | 1.103 | 14.610 | 15.130 | 15.443 | 16.870 | 18.813 |
| Â | LnVolXRP | 99 | 16.146 | 1.395 | 13.865 | 15.190 | 15.583 | 17.445 | 19.171 |
| Â | LnPV_ETH | 99 | 7.682 | 0.336 | 7.109 | 7.418 | 7.588 | 7.948 | 8.484 |
| Â | LnMSCI_World | 99 | 7.814 | 0.046 | 7.738 | 7.775 | 7.803 | 7.860 | 7.892 |
| Â | LnSP_500 | 99 | 8.159 | 0.041 | 8.083 | 8.121 | 8.156 | 8.197 | 8.222 |
| Â | LnIBMA_Gold | 99 | 7.541 | 0.022 | 7.480 | 7.530 | 7.541 | 7.556 | 7.584 |
| Â | LnGEPU_ppp | 99 | 5.790 | 0.101 | 5.707 | 5.714 | 5.742 | 5.941 | 5.941 |
| Â | LnElePrice | 99 | 2.449 | 0.020 | 2.431 | 2.432 | 2.432 | 2.455 | 2.484 |