From: Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach
Supply | Demand | Price | AUS | EU | JAP | CAN | MEX | NOR | UK | |
---|---|---|---|---|---|---|---|---|---|---|
Min | −4.4061 | −4.7628 | −3.5219 | −5.9461 | −6.7545 | −10.9560 | −6.4209 | −15.7770 | −6.0399 | −11.1840 |
Max | 3.6987 | 3.9909 | 4.8301 | 15.2569 | 7.0501 | 8.2285 | 11.3194 | 31.7050 | 11.7510 | 7.4383 |
Median | 0.0384 | 0.0140 | 0.0299 | −0.1368 | 0.1525 | 0.1428 | 0.01095 | −0.3407 | −0.0560 | −0.04538 |
Mean | 0.0000 | 0.0000 | 0.0000 | 0.0545 | 0.0633 | −0.0188 | 0.0470 | 0.0803 | 0.0245 | −0.0221 |
Std. dev | 0.9492 | 0.9474 | 0.9605 | 2.4506 | 2.4723 | 2.7945 | 1.4633 | 3.5369 | 2.4184 | 2.4689 |
Skewness | −0.7651 | −0.5716 | 0.0418 | 1.3235 | −0.1091 | −0.4751 | 0.6452 | 3.1931 | 0.3178 | 0.0256 |
Kurtosis | 4.4061 | 4.2286 | 1.9673 | 5.7301 | 0.0983 | 0.9756 | 7.5366 | 27.3467 | 0.7978 | 1.8912 |
Norm test. W | 0.9311 | 0.9356 | 0.9806 | 0.9303 | 0.9939 | 0.9837 | 0.9445 | 0.7268 | 0.9911 | 0.9833 |
Norm test. p | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.6094 | 0.0000 | 0.0000 | 0.0000 | 0.0045 | 0.0000 |
Unit root test. A | −7.8977 | −7.3289 | −7.2995 | −8.5445 | −4.6561 | −7.2583 | −7.0261 | −7.2291 | −7.3868 | −7.6444 |
Unit root test. p | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |