## figure1-sf-6

## Source details

**Canonical URL:** [figure1-sf-6](https://www.imf.org/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-6.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-6.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-6.csv.json)

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### Overview
- Dataset title: Figure 1.SF.6. Brexit Event Study on Jumps and Market Liquidity
- Units and labels present in the file: (Percent); Number of days per month; percent

### Panel 1 — Brexit Event Study: Market Liquidity Strain around Key News Events
- Row labeled "t-5":
  - Value: 6.86
  - Associated percent column value: 100
- Sample dated 9/1/2018 (row presents additional metrics in same record):
  - Value: 9.31
  - Associated percent column value: 100
- Sample dated 10/1/2018:
  - Value: 3.93
  - Associated percent column value: 100

### Panel 2 — Brexit Event Study: Frequency of Liquidity Strained Days and Proportion of Variation Explained by Jumps
- Column headings shown:
  - "Number of days with liquidity strain"
  - "Proportion of variation explained by jumps (GBR)"
  - "Average (USA, DEU, FRA, ESP)"
- For 9/1/2018:
  - Number of days with liquidity strain: 1
  - Proportion of variation explained by jumps (GBR): 11.33
  - Average (USA, DEU, FRA, ESP): 12.57
- For 10/1/2018:
  - Number of days with liquidity strain: 0
  - Proportion of variation explained by jumps (GBR): 6.51
  - Average (USA, DEU, FRA, ESP): 5.18

*Source: figure1-sf-6 dataset (CSV).*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-6.csv_