| Name of variable | Description | Interpretation |
| Yrecord | Dependent variable | The skewness of the rolling stock log return (S&P 500) |
| EMIrecord | Independent variable | Log change of EMI (Equity Market Volatility: Infectious Disease Tracker) |
| EPUrecord | Independent variable | Log change of EPU (Economic policy uncertainty index) |
| EMUrecord | Independent variable | Log change of EMU (Equity Market-related Economic Uncertainty Index) |
| COVIDdummy | Independent variable | Dummy variable of COVID-19 |