Markets |
|
| ADF statistic |
|
| −0.0061*** (5.09) | 0.0612*** (21.52) | −4.38*** | 0.20 |
| 0.0222*** (3.54) | 0.0900*** (11.54) | −9.39*** | 0.19 |
| 0.1526*** (13.99) | 0.2390*** (17.59) | −7.73*** | 0.36 |
| 0.0759*** (27.93) | 0.1328*** (41.01) | −5.61*** | 0.27 |
| 0.1206*** (21.00) | 0.0456*** (6.22) | −11.42*** | 0.06 |
| 0.0964*** (12.23) | 0.1459*** (14.47) | −8. 32*** | 0.26 |
| 0.1552*** (52.78) | 0.0918*** (26.27) | −14.82*** | 0.13 |
| 0.1551*** (45.37) | 0.1196*** (29.45) | −12.52*** | 0.16 |