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Table 2

Descriptive statistics.

Oil EUR/USD Metal Gold Ind. production US 3M. Int. Rate Silver
Std. dev. 19.50180 0.087773 41.69958 390.5010 5.849604 1.889946 856.1798
Skewness −0.061530 0.619408 −0.514731 0.009462 −0.507353 1.012452 0.726461
Kurtosis 2.761776 3.357756 2.907574 1.828851 2.687991 2.246650 2.580858
Jarque-Bera 0.341498 7.897614 5.074596 6.516754 5.353146 22.17190 10.86164
Probability 0.843033 0.019278 0.079080 0.038451 0.068799 0.000015 0.004380
Sum 9418.260 153.0031 24629.70 126229.4 12097.30 153.1300 225611.6
Sum sq. dev. 42976.17 0.870558 196490.6 17231483 3866.618 403.6241 82833951
Observations 116 116 116 116 116 116 116

The sample period covers the years 2005-2015 and contains 116 monthly observations.

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