Table 8.

Short-run Granger causality

CountriesNull hypothesisF-statisticsProb
JPNJPN does not Granger Cause BTC0.801780.4928
 BTC does not Granger Cause JPN0.517750.6701
KORKOR does not Granger Cause BTC1.391190.2437
 BTC does not Granger Cause KOR2.140550.0932***
STISTI does not Granger Cause BTC2.154830.0914***
 BTC does not Granger Cause STI1.176900.3171
PHILPHIL does not Granger Cause BTC0.227940.9228
 BTC does not Granger Cause PHIL0.827820.5073
HKHK does not Granger Cause BTC2.207660.0659***
 BTC does not Granger Cause HK0.731380.5705

Note:

***, ** and * indicate significance at 1, 5 and 10%, respectively

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