Period I

Currency

EUR

GBP

100JPY

USD

Mean

−0.0014

0.0008

0.0040

0.0018

Median

0.0038

0.0011

0.0030

0.0029

Max

1.4895

2.1150

2.9712

1.1681

Min

−1.1886

−3.8843

−1.7502

−0.9115

Skewness

0.7462

−1.2214

2.1766

0.8200

Kurtosis

15.2334

34.1474

28.1847

17.0747

Std. Dev.

0.1780

0.2771

0.2630

0.1163

Period II

Currency

EUR

GBP

100JPY

USD

Mean

−0.0060

−0.0065

−0.0110

0.0048

Median

−0.0041

−0.0024

−0.0116

0.0000

Max

2.5811

2.3043

2.5128

1.0821

Min

−1.5171

−5.0538

−2.2864

−1.0547

Skewness

0.8949

−4.3153

0.5191

1.2710

Kurtosis

25.6243

112.0886

21.6655

21.0965

Std. Dev.

0.1897

0.2381

0.2171

0.1138