Index

ID

Mean

Min

Max

Std D.

Skew

Kurt

JB test

ADF test

Asia Pacific (dAP)

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)

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

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)

Israel

IL

0.0019

−0.1741

0.1483

0.0330

−0.7670

7.480

525.0

−24.73