Index | ID | Mean | Min | Max | Std D. | Skew | Kurt | JB test | ADF test | |||||||
Asia Pacific (dAP) |
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Australia | HK | 0.0011 | −0.3552 | 0.1324 | 0.0375 | −2.0599 | 19.033 | 6416.7 | −5.10 | |||||||
Hong Kong (China) | HK | 0.0011 | −0.1766 | 0.1190 | 0.0310 | −0.3308 | 6.293 | 264.2 | −23.95 | |||||||
New Zealand | NZ | 0.0006 | −0.2370 | 0.1027 | 0.0288 | −1.6749 | 13.688 | 2937.8 | −4.73 | |||||||
Singapore | SG | 0.0016 | −0.1963 | 0.1855 | 0.0301 | −0.6033 | 11.626 | 1776.4 | −14.36 | |||||||
Europe (dE) |
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Austria | AT | 0.0006 | −0.3634 | 0.1865 | 0.0437 | −1.5749 | 13.685 | 2905.6 | −4.85 | |||||||
Belgium | BE | 0.0006 | −0.2832 | 0.1025 | 0.0342 | −1.6205 | 12.869 | 2526.6 | −4.51 | |||||||
Denmark | DK | 0.0020 | −0.2459 | 0.1322 | 0.0348 | −1.5207 | 11.397 | 1867.6 | −4.83 | |||||||
Finland | FI | 0.0004 | −0.2018 | 0.1181 | 0.0374 | −0.8892 | 6.325 | 333.0 | −4.45 | |||||||
Greece | GR | −0.0014 | −0.2576 | 0.1712 | 0.0472 | −0.6346 | 5.502 | 184.3 | −14.59 | |||||||
Ireland | IE | 0.0000 | −0.3511 | 0.1403 | 0.0394 | −1.8756 | 16.258 | 4445.3 | −3.85 | |||||||
Netherlands | NL | 0.0003 | −0.3096 | 0.1390 | 0.0352 | −1.4825 | 15.110 | 3639.8 | −4.69 | |||||||
Norway | NO | 0.0016 | −0.2887 | 0.2075 | 0.0450 | −1.0261 | 9.605 | 1120.1 | −24.24 | |||||||
Portugal | PT | −0.0004 | −0.2278 | 0.1023 | 0.0341 | −1.3025 | 8.707 | 921.5 | −23.06 | |||||||
Spain | ES | 0.0005 | −0.2604 | 0.1253 | 0.0393 | −1.1032 | 8.612 | 851.4 | −4.93 | |||||||
Sweden | SE | 0.0013 | −0.2385 | 0.1615 | 0.0389 | −0.7841 | 8.150 | 678.6 | −4.79 | |||||||
Switzerland | CH | 0.0013 | −0.2433 | 0.1310 | 0.0278 | −1.5452 | 16.510 | 4497.2 | −5.07 | |||||||
G7 |
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Canada | CA | 0.0013 | −0.2663 | 0.1637 | 0.0340 | −1.4282 | 13.540 | 2792.3 | −6.99 | |||||||
France | FR | 0.0003 | −0.2726 | 0.1386 | 0.0359 | −1.1956 | 10.628 | 1496.4 | −4.99 | |||||||
Germany | DE | 0.0015 | −0.2656 | 0.1451 | 0.0366 | −1.0995 | 10.189 | 1323.3 | −5.09 | |||||||
Japan | JP | 0.0006 | −0.2198 | 0.0701 | 0.0275 | −1.1213 | 10.184 | 1326.2 | −24.62 | |||||||
Italy | IT | −0.0005 | −0.2657 | 0.1306 | 0.0399 | −1.1955 | 8.578 | 862.4 | −4.95 | |||||||
United Kingdom | UK | 0.0005 | −0.2782 | 0.1628 | 0.0314 | −1.5077 | 16.893 | 4732.5 | −4.32 | |||||||
United States | US | 0.0010 | −0.2008 | 0.1136 | 0.0247 | −0.9916 | 12.840 | 2358.9 | −5.29 | |||||||
Middle East (dME) |
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Israel | IL | 0.0019 | −0.1741 | 0.1483 | 0.0330 | −0.7670 | 7.480 | 525.0 | −24.73 | |||||||