Mutual Information Based Analysis for the Distribution of Financial Contagion in Stock Markets

Table 3

Descriptive statistics of the contagion strength for the entire crisis period.

	Mean	Std.	Skewness	Kurtosis	Jarque-Bera statistic
Contagion strength	0.0848	0.0708	1.6164	6.1661	846.3200

Note. means significance at 0.1% level.