Table 1 DY connectedness index table Abu... | Emerald Publishing

Table 1

DY connectedness index table

	Abu Dhabi	Bahrain	Dubai	Kuwait	Oman	Qatar	Saudi Arabia	Brent	Gold	DXY	T_Bond	OVX	FROM
Abu Dhabi	36.1	3.92	22.06	5.27	9.3	9.8	6.67	2.48	1.23	0.82	0.56	1.79	63.9
Bahrain	5.84	55.42	7.57	9.94	5.41	5.59	3.3	2.38	0.75	0.84	0.71	2.25	44.58
Dubai	21.56	5.43	34.72	6.22	8.66	9.07	7.71	2.54	0.65	0.76	0.64	2.03	65.28
Kuwait	6.35	8.89	7.33	50.86	4.69	9.79	3.83	2.31	1.08	0.85	1.2	2.82	49.14
Oman	11.35	5.01	11.56	4.7	45.36	7.67	6.38	3.41	0.95	1.62	0.7	1.29	54.64
Qatar	10.4	4.07	9.16	8.14	5.07	45.22	6.91	4.64	0.72	1.49	1.49	2.68	54.78
Saudi Arabia	8.35	3.17	10.23	3.96	6.67	8.71	48.43	3.9	1.11	1.05	1.53	2.9	51.57
Brent	2.96	2.51	3.02	2.89	2.25	5.63	3.09	54.91	4.92	5.02	3.13	9.67	45.09
Gold	1.89	1.21	1.09	1.51	1.1	1.85	1.07	5.78	61.31	14.02	7.81	1.35	38.69
DXY	0.78	1.15	0.96	1.8	1.05	3.11	0.76	6.2	14.17	63.39	4.14	2.47	36.61
T_Bond	1.2	0.83	1.02	1.34	0.71	0.97	1.11	1.69	1.08	1.04	84.49	4.51	15.51
OVX	1.62	1.51	1.22	1.2	0.57	1.65	1.18	1.35	0.96	0.31	3.9	84.54	15.46
TO	72.31	37.72	75.23	46.96	45.49	63.84	42	36.68	27.63	27.82	25.79	33.77	535.25
NET	8.41	−6.86	9.96	−2.18	−9.15	9.06	−9.56	−8.41	−11.06	−8.79	10.28	18.3	TCI: 44.6

	Abu Dhabi	Bahrain	Dubai	Kuwait	Oman	Qatar	Saudi Arabia	Brent	Gold	DXY	T_Bond	OVX	FROM
Abu Dhabi	36.1	3.92	22.06	5.27	9.3	9.8	6.67	2.48	1.23	0.82	0.56	1.79	63.9
Bahrain	5.84	55.42	7.57	9.94	5.41	5.59	3.3	2.38	0.75	0.84	0.71	2.25	44.58
Dubai	21.56	5.43	34.72	6.22	8.66	9.07	7.71	2.54	0.65	0.76	0.64	2.03	65.28
Kuwait	6.35	8.89	7.33	50.86	4.69	9.79	3.83	2.31	1.08	0.85	1.2	2.82	49.14
Oman	11.35	5.01	11.56	4.7	45.36	7.67	6.38	3.41	0.95	1.62	0.7	1.29	54.64
Qatar	10.4	4.07	9.16	8.14	5.07	45.22	6.91	4.64	0.72	1.49	1.49	2.68	54.78
Saudi Arabia	8.35	3.17	10.23	3.96	6.67	8.71	48.43	3.9	1.11	1.05	1.53	2.9	51.57
Brent	2.96	2.51	3.02	2.89	2.25	5.63	3.09	54.91	4.92	5.02	3.13	9.67	45.09
Gold	1.89	1.21	1.09	1.51	1.1	1.85	1.07	5.78	61.31	14.02	7.81	1.35	38.69
DXY	0.78	1.15	0.96	1.8	1.05	3.11	0.76	6.2	14.17	63.39	4.14	2.47	36.61
T_Bond	1.2	0.83	1.02	1.34	0.71	0.97	1.11	1.69	1.08	1.04	84.49	4.51	15.51
OVX	1.62	1.51	1.22	1.2	0.57	1.65	1.18	1.35	0.96	0.31	3.9	84.54	15.46
TO	72.31	37.72	75.23	46.96	45.49	63.84	42	36.68	27.63	27.82	25.79	33.77	535.25
NET	8.41	−6.86	9.96	−2.18	−9.15	9.06	−9.56	−8.41	−11.06	−8.79	10.28	18.3	TCI: 44.6

Note(s): This table estimate is constructed using a VAR model with one lag length (BIC) and a GFEVD 10-day step-ahead

Source(s): Authors’ own elaboration