Country | Mean | Standard Deviation | Maximum | Minimum |
Panel A: Entire Sample | ||||
US | 0.0206 | 1.1974 | 10.9571 | −9.4695 |
UK | 0.0035 | 1.1648 | 9.3843 | −9.2655 |
GER | 0.0157 | 1.4800 | 10.7974 | −7.8931 |
FRN | 0.0094 | 1.4183 | 10.5945 | −9.4715 |
CN | 0.0187 | 1.5643 | 9.4009 | −9.2560 |
JP | 0.0020 | 1.4924 | 13.2345 | −12.1110 |
Panel B: Pre-crisis Sample | ||||
US | 0.0185 | 1.1304 | 5.5744 | −7.0437 |
UK | 0.0038 | 1.1500 | 5.9025 | −5.5890 |
GER | 0.0174 | 1.5824 | 7.5526 | −7.8931 |
FRN | 0.0213 | 1.4092 | 7.0022 | −6.0448 |
CN | 0.0629 | 1.5009 | 9.4009 | −9.2560 |
JP | −0.0016 | 1.4000 | 7.2217 | −7.2339 |
Panel C: Crisis period Sample | ||||
US | −0.2641 | 2.3286 | 10.9571 | −9.4695 |
UK | −0.1911 | 2.1616 | 8.4699 | −9.2655 |
GER | −0.2160 | 2.0969 | 10.7974 | −7.3355 |
FRN | −0.2245 | 2.2640 | 10.5945 | −9.4715 |
CN | −0.3427 | 2.8206 | 9.0344 | −8.0435 |
JP | −0.2836 | 2.7603 | 13.2345 | −12.1110 |
Panel D: Post-crisis Sample | ||||
US | 0.0506 | 1.0832 | 6.8366 | −9.3536 |
UK | 0.0226 | 1.0277 | 9.3843 | −5.4805 |
GER | 0.0372 | 1.2973 | 9.8428 | −7.0672 |
FRN | 0.0219 | 1.3128 | 9.6169 | −8.3843 |
CN | 0.0150 | 1.4359 | 5.9356 | −8.8731 |
JP | 0.0337 | 1.3895 | 7.4261 | −11.1534 |