Table 1.
Summary statistics of shadow short rates (SSR).
| US | Euro-area | Japan | UK | Switzerland | Canada | Australia | New Zealand | |
|---|---|---|---|---|---|---|---|---|
| Mean | 0.8441 | 0.4457 | −1.9881 | 1.2649 | −0.3384 | 1.6045 | 3.2190 | 3.3265 |
| Minimum | −4.1694 | −4.4688 | −6.0578 | −5.1589 | −4.7162 | −1.6046 | −3.2810 | −4.0337 |
| Maximum | 6.8722 | 5.0452 | 0.6743 | 6.1215 | 3.6357 | 6.2693 | 7.3564 | 8.3264 |
| Standard Deviation | 2.5672 | 2.4472 | 1.4473 | 2.8234 | 1.9933 | 1.7446 | 2.3888 | 2.6323 |
| Skewness | 0.3126 | 0.1594 | −0.2235 | 0.0299 | 0.1672 | 0.6676 | −0.6068 | −0.2190 |
| Kurtosis | −0.4447 | −1.2729 | −0.3041 | −1.0116 | −0.9399 | −0.1673 | −0.0936 | −0.1799 |
| Count | 5595 | 5632 | 5228 | 5363 | 5603 | 5587 | 5673 | 5358 |