Coefficient/SR | Brazil | Indonesia | Malaysia | Pakistan | S Korea |
Mean | −0.038 | 0.078 | 0.036 | 0.135 | 0.014 |
Median | −0.049 | 0.163 | 0.065 | 0.121 | 0.020 |
Maximum | 5.199 | 6.783 | 3.322 | 5.212 | 4.900 |
Minimum | −8.431 | −9.300 | −4.326 | −5.038 | −6.420 |
Std. Dev. | 1.612 | 1.400 | 0.691 | 1.086 | 1.207 |
Skewness | −0.198 | −1.051 | −0.485 | −0.025 | −0.384 |
Kurtosis | 4.869 | 10.907 | 7.575 | 5.824 | 5.919 |
Jarque−Bera | 133.26 | 2443.43 | 798.25 | 291.17 | 332.59 |
Probability | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
Observation | 1284 | 1284 | 1284 | 1284 | 1284 |