Table 2 Pearson correlation between...

Table 2

Pearson correlation between variables

	BTC	VIX	WTI	T10Y3M	T10YIE	DGS10	GOLD	NASDAQ
VIX	−0.1958
WTI	0.0756	−0.2180
T10Y3M	−0.0059	−0.1478	0.1094
T10YIE	0.0667	−0.2695	0.2895	0.3382
DGS10	−0.0187	−0.1609	0.1552	0.8166	0.4140
Gold	0.1021	0.0373	0.0749	−0.2842	0.0258	−0.3949
NASDAQ	0.2663	−0.7070	0.2191	0.0897	0.2604	0.1130	0.0359
S&P 500	0.2430	−0.7188	0.2735	0.1309	0.3139	0.1694	0.0296	0.9483

	BTC	VIX	WTI	T10Y3M	T10YIE	DGS10	GOLD	NASDAQ
VIX	−0.1958
WTI	0.0756	−0.2180
T10Y3M	−0.0059	−0.1478	0.1094
T10YIE	0.0667	−0.2695	0.2895	0.3382
DGS10	−0.0187	−0.1609	0.1552	0.8166	0.4140
Gold	0.1021	0.0373	0.0749	−0.2842	0.0258	−0.3949
NASDAQ	0.2663	−0.7070	0.2191	0.0897	0.2604	0.1130	0.0359
S&P 500	0.2430	−0.7188	0.2735	0.1309	0.3139	0.1694	0.0296	0.9483

Note(s): Bitcoin (BTC), CBOE Volatility Index (VIX), West Texas Intermediate (WTI) crude oil, 10-year Treasury constant maturity minus 3-month Treasury constant maturity (T10Y3M), 10-year breakeven inflation rate (T10YIE), Market Yield on US Treasury Securities at 10-Year Constant Maturity (DGS10), Gold first generic futures (GOLDs), NASDAQ Composite Index (NASDAQ), and S&P 500 Index (S&P 500)

Source(s): Authors’ own work

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