Table 2.
Jump days detected by BNS and AJ methods.
| Currency Pairs | 1-min | 5-min | 15-min | 30-min | 60-min |
|---|---|---|---|---|---|
| CHFJPY-BNS | 1169 | 1169 | 1169 | 1161 | 1189 |
| CHFJPY-AJ | 1189 | 951 | 982 | 918 | 910 |
| GBPCHF-BNS | 1062 | 1172 | 997 | 1167 | 1112 |
| GBPCHF-AJ | 1047 | 1002 | 996 | 1103 | 1034 |
| GBPJPY -BNS | 1050 | 1081 | 1158 | 1159 | 1073 |
| GBPJPY-AJ | 1047 | 1011 | 953 | 943 | 969 |
| USDCHF-BNS | 1049 | 1015 | 1064 | 986 | 1021 |
| USDCHF-AJ | 1041 | 1002 | 986 | 974 | 1001 |
| USDJPY-BNS | 1063 | 1256 | 1028 | 1011 | 1090 |
| USDJPY-AJ | 994 | 1005 | 1001 | 1081 | 1023 |
| USDTRY-BNS | 1070 | 1252 | 1047 | 1015 | 1096 |
| USDTRY-AJ | 1212 | 1001 | 1015 | 1002 | 1006 |
| EURCHF-BNS | 1032 | 1014 | 1008 | 1172 | 1056 |
| EURCHF-AJ | 1071 | 1003 | 993 | 1167 | 1058 |
| EURGBP-BNS | 1050 | 1086 | 1045 | 1055 | 1059 |
| EURGBP-AJ | 1006 | 1001 | 997 | 983 | 996 |
| EURJPY-BNS | 1121 | 1068 | 1013 | 1025 | 1057 |
| EURJPY-AJ | 892 | 1103 | 1015 | 1002 | 1003 |
| EURTRY-BNS | 1047 | 1014 | 1212 | 1025 | 1074 |
| EURTRY-AJ | 1081 | 1172 | 1161 | 1167 | 1145 |
| EURUSD-BNS | 1189 | 997 | 1161 | 1189 | 1134 |
| EURUSD-AJ | 1159 | 1011 | 1172 | 943 | 1071 |