Coefficient/FX | Brazil | Indonesia | Malaysia | Pakistan | S Korea | WTI |
Mean | 0.051 | 0.034 | 0.004 | 0.020 | −0.002 | −0.048 |
Median | 0.050 | 0.047 | 0.010 | 0.021 | −0.031 | 0.014 |
Maximum | 3.754 | 2.761 | 3.406 | 1.647 | 6.990 | 9.001 |
Minimum | −4.695 | −4.086 | −3.410 | −1.96 | −4.240 | −11.60 |
Std. Dev. | 0.843 | 0.547 | 0.501 | 0.367 | 0.639 | 1.972 |
Skewness | 0.037 | −0.634 | −0.111 | −0.37 | 1.465 | −0.471 |
Kurtosis | 6.642 | 12.390 | 9.842 | 6.176 | 22.797 | 7.088 |
Jarque-Bera | 484.302 | 3276.845 | 1710 | 388 | 14618 | 642.490 |
Probability | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
Observations | 1284 | 1284 | 1284 | 1284 | 1284 | 1284 |