Index

ID

Mean

Min

Max

Std D.

Skew

Kurt

JB test

ADF test

Africa (eA)

South Africa

ZA

0.0019

−0.1741

0.1483

0.0330

−0.7670

7.4796

525.01

−24.73

Asia Pacific (eAP)

Chinese mainland

CN

0.0013

−0.1462

0.1369

0.0346

0.0366

4.9260

86.99

−3.44

India

IN

0.0018

−0.1965

0.2162

0.0397

−0.4591

6.7278

345.16

−5.62

Indonesia

ID

0.0028

−0.2774

0.1706

0.0398

−1.0880

9.2788

1034.04

−8.61

Malaysia

MY

0.0018

−0.1008

0.0745

0.0219

−0.6612

5.6747

208.48

−14.86

Philippine

PH

0.0033

−0.2136

0.1275

0.0335

−0.8923

7.5999

570.05

−24.77

Pakistan

PK

0.0024

−0.2095

0.1082

0.0337

−1.4331

8.9622

1024.80

−9.60

South Korea

KR

0.0015

−0.2703

0.2963

0.0423

−0.3551

11.2518

1606.31

−5.37

Taiwan (China)

TW

0.0008

−0.1235

0.0918

0.0311

−0.6283

4.4039

83.13

−15.78

Thailand

TH

0.0016

−0.2888

0.1297

0.0358

−1.0384

10.8013

1526.13

−5.10

Europe (eE)

Czech Republic

CZ

0.0010

−0.3278

0.1894

0.0419

−1.2107

12.1165

2083.47

−5.17

Hungary

HU

0.0001

−0.3744

0.2041

0.0494

−1.0438

10.6380

1468.15

−22.56

Poland

PL

0.0010

−0.2634

0.2400

0.0465

−0.7758

7.7023

574.16

−22.95

Russia

RU

0.0012

−0.2373

0.3419

0.0501

−0.3445

9.5654

1020.47

−5.20

Turkey

TR

0.0016

−0.2852

0.2460

0.0535

−0.4009

5.8960

211.45

−15.23

Latin America (eLA)

Argentina

AR

0.0023

−0.3303

0.1713

0.0470

−1.1823

10.2172

1350.64

−15.51

Brazil

BR

0.0017

−0.3306

0.2562

0.0513

−0.6684

9.4698

1022.01

−15.87

Chile

CL

0.0017

−0.3326

0.1712

0.0348

−1.8496

19.7196

6866.49

−6.81

Colombia

CO

0.0037

−0.2730

0.1242

0.0391

−1.4408

10.8516

1638.04

−10.73

Mexico

MX

0.0026

−0.3020

0.2391

0.0405

−0.6989

13.4179

2587.22

−5.22

Peru

PE

0.0033

−0.4161

0.1744

0.0461

−1.3281

17.3111

4961.10

−6.17

Middle East (eME)

Arab Emirates

UE

0.0019

−0.1849

0.1708

0.0323

−0.3220

8.4064

694.17

−6.56

Egypt

EG

0.0035

−0.2606

0.1466

0.0440

−1.0015

8.1372

711.94

−6.87

Qatar

QA

0.0022

−0.2290

0.1555

0.0384

−0.6383

8.7632

815.93

−22.93