Table 1.

List of currencies with summary statistics of their exchange rate returns against the US dollar (5-minute interval).

Currency	Australian dollar-AUD	Canadian dollar-CAD	Swiss Franc-CHF	Euro-EUR	British Pound-GBP	Japanese Yen-JPY
Summary Statistics of Exchange rate returns
2019* (Before COVID-19)
Mean	0.000002	0.000001	0.000002	0.000002	0.000004	0.000000
Std. Dev.	0.000229	0.000164	0.000197	0.000172	0.000379	0.000175
Minimum	−0.003934	−0.004323	−0.003187	−0.003072	−0.006215	−0.002948
Maximum	0.003485	0.005343	0.003490	0.003598	0.020735	0.004551
Skewness	0.408098	0.818122	0.429145	0.792372	9.226872	0.360279
Kurtosis	22.960322	114.113335	26.032817	37.991999	501.914380	53.750461
Observations	18,950	18,950	18,950	18,950	18,950	18,950
2020⁎⁎ (During COVID-19)
Mean	−0.000007	−0.000004	0.000000	−0.000001	−0.000003	0.000001
Variance	0.000720	0.000399	0.000399	0.000393	0.000535	0.000476
Minimum	−0.016646	−0.015399	−0.004651	−0.004142	−0.009830	−0.005915
Maximum	0.011148	0.004472	0.012390	0.007217	0.009860	0.014995
Skewness	−1.367940	−3.624304	1.678191	0.821631	−0.600611	3.188010
Kurtosis	61.144564	143.700572	65.516308	25.499180	35.421532	96.912052
Observations	18,362	18,362	18,362	18,362	18,362	18,362

^⁎2019: October 1, 2019 to December 31, 2019.

^⁎⁎2020: January 1, 2020 to March 31, 2020.