Averaged dynamic connectedness table (COVID-19 period)
| Bitcoin | Gold | WTI | Wheat | Gas | SP500 | FTSE | Nikkei | DAX.40 | CAC.40 | FTSE.MIB | S.P.TSX | FROM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bitcoin | 12.53 | 6.80 | 7.75 | 6.67 | 7.05 | 8.68 | 7.80 | 6.48 | 8.95 | 10.24 | 9.03 | 8.01 | 87.47 |
| Gold | 6.62 | 14.93 | 7.65 | 5.90 | 6.96 | 8.53 | 7.42 | 6.15 | 8.98 | 9.95 | 8.55 | 8.37 | 85.07 |
| WTI | 5.79 | 6.19 | 16.12 | 6.03 | 6.00 | 8.38 | 8.32 | 5.89 | 9.25 | 10.83 | 8.70 | 8.51 | 83.88 |
| Wheat | 6.03 | 6.38 | 7.56 | 12.87 | 6.83 | 8.69 | 8.49 | 6.39 | 9.54 | 10.62 | 8.66 | 7.92 | 87.13 |
| Gas | 6.42 | 6.82 | 7.84 | 6.04 | 15.92 | 8.15 | 7.67 | 6.12 | 8.71 | 9.58 | 8.40 | 8.33 | 84.08 |
| SP500 | 5.67 | 6.43 | 7.24 | 5.62 | 6.28 | 15.36 | 8.42 | 6.10 | 9.77 | 10.16 | 8.76 | 10.19 | 84.64 |
| FTSE | 5.21 | 5.83 | 7.89 | 5.59 | 5.74 | 8.92 | 14.29 | 5.95 | 10.51 | 11.78 | 9.60 | 8.69 | 85.71 |
| Nikkei | 5.91 | 6.63 | 7.23 | 6.14 | 6.40 | 9.11 | 8.57 | 11.72 | 9.30 | 11.14 | 8.71 | 9.13 | 88.28 |
| DAX.40 | 5.12 | 5.64 | 7.46 | 5.67 | 5.65 | 9.05 | 9.27 | 5.57 | 14.97 | 12.43 | 10.40 | 8.77 | 85.03 |
| CAC.40 | 5.36 | 5.69 | 7.28 | 5.52 | 5.53 | 9.07 | 9.62 | 5.48 | 11.91 | 15.40 | 10.57 | 8.57 | 84.60 |
| FTSE.MIB | 5.45 | 5.92 | 7.21 | 5.55 | 5.61 | 9.10 | 9.28 | 5.55 | 11.97 | 12.09 | 13.53 | 8.75 | 86.47 |
| S.P.TSX | 5.82 | 6.30 | 7.56 | 5.54 | 6.15 | 10.03 | 8.71 | 5.80 | 9.73 | 10.61 | 9.08 | 14.68 | 85.32 |
| TO | 63.38 | 68.63 | 82.68 | 64.28 | 68.20 | 97.70 | 93.57 | 65.47 | 108.63 | 119.42 | 100.47 | 95.24 | 1027.67 |
| Inc.Own | 75.92 | 83.56 | 98.79 | 77.15 | 84.11 | 113.06 | 107.86 | 77.20 | 123.60 | 134.82 | 114.00 | 109.92 | cTCI/TCI |
| NET | −24.08 | −16.44 | −1.21 | −22.85 | −15.89 | 13.06 | 7.86 | −22.80 | 23.60 | 34.82 | 14.00 | 9.92 | 93.42/85.64 |
| NPT | 0.00 | 3.00 | 5.00 | 1.00 | 4.00 | 8.00 | 7.00 | 2.00 | 10.00 | 11.00 | 8.00 | 7.00 |
| Bitcoin | Gold | WTI | Wheat | Gas | SP500 | FTSE | Nikkei | DAX.40 | CAC.40 | FTSE.MIB | S.P.TSX | FROM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bitcoin | 12.53 | 6.80 | 7.75 | 6.67 | 7.05 | 8.68 | 7.80 | 6.48 | 8.95 | 10.24 | 9.03 | 8.01 | 87.47 |
| Gold | 6.62 | 14.93 | 7.65 | 5.90 | 6.96 | 8.53 | 7.42 | 6.15 | 8.98 | 9.95 | 8.55 | 8.37 | 85.07 |
| WTI | 5.79 | 6.19 | 16.12 | 6.03 | 6.00 | 8.38 | 8.32 | 5.89 | 9.25 | 10.83 | 8.70 | 8.51 | 83.88 |
| Wheat | 6.03 | 6.38 | 7.56 | 12.87 | 6.83 | 8.69 | 8.49 | 6.39 | 9.54 | 10.62 | 8.66 | 7.92 | 87.13 |
| Gas | 6.42 | 6.82 | 7.84 | 6.04 | 15.92 | 8.15 | 7.67 | 6.12 | 8.71 | 9.58 | 8.40 | 8.33 | 84.08 |
| SP500 | 5.67 | 6.43 | 7.24 | 5.62 | 6.28 | 15.36 | 8.42 | 6.10 | 9.77 | 10.16 | 8.76 | 10.19 | 84.64 |
| FTSE | 5.21 | 5.83 | 7.89 | 5.59 | 5.74 | 8.92 | 14.29 | 5.95 | 10.51 | 11.78 | 9.60 | 8.69 | 85.71 |
| Nikkei | 5.91 | 6.63 | 7.23 | 6.14 | 6.40 | 9.11 | 8.57 | 11.72 | 9.30 | 11.14 | 8.71 | 9.13 | 88.28 |
| DAX.40 | 5.12 | 5.64 | 7.46 | 5.67 | 5.65 | 9.05 | 9.27 | 5.57 | 14.97 | 12.43 | 10.40 | 8.77 | 85.03 |
| CAC.40 | 5.36 | 5.69 | 7.28 | 5.52 | 5.53 | 9.07 | 9.62 | 5.48 | 11.91 | 15.40 | 10.57 | 8.57 | 84.60 |
| FTSE.MIB | 5.45 | 5.92 | 7.21 | 5.55 | 5.61 | 9.10 | 9.28 | 5.55 | 11.97 | 12.09 | 13.53 | 8.75 | 86.47 |
| S.P.TSX | 5.82 | 6.30 | 7.56 | 5.54 | 6.15 | 10.03 | 8.71 | 5.80 | 9.73 | 10.61 | 9.08 | 14.68 | 85.32 |
| TO | 63.38 | 68.63 | 82.68 | 64.28 | 68.20 | 97.70 | 93.57 | 65.47 | 108.63 | 119.42 | 100.47 | 95.24 | 1027.67 |
| Inc.Own | 75.92 | 83.56 | 98.79 | 77.15 | 84.11 | 113.06 | 107.86 | 77.20 | 123.60 | 134.82 | 114.00 | 109.92 | cTCI/TCI |
| NET | −24.08 | −16.44 | −1.21 | −22.85 | −15.89 | 13.06 | 7.86 | −22.80 | 23.60 | 34.82 | 14.00 | 9.92 | 93.42/85.64 |
| NPT | 0.00 | 3.00 | 5.00 | 1.00 | 4.00 | 8.00 | 7.00 | 2.00 | 10.00 | 11.00 | 8.00 | 7.00 |
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