Table 2 ICEA variable system Pearson... | Emerald Publishing

Table 2

ICEA variable system Pearson correlation

	ICEA	UCRY Policy	UCRY Price	GlobalEPU	VIX	BCO	Bitcoin	GTU	IP
ICEA	1.0000
UCRY Policy	0.8699***	1.0000
UCRY Price	0.9046***	0.9785***	1.0000
GlobalEPU	−0.2901**	0.2942**	0.3505***	1.0000
VIX	0.2256*	0.2898**	0.3272**	0.5241***	1.0000
BCO	0.0464*	−0.1080*	−0.1110*	−0.4811***	−0.3841***	1.0000
Bitcoin	0.8190***	0.7893***	0.7988***	0.4973***	0.3999***	−0.1232*	1.0000
GTU	−0.1272*	0.0825*	0.0730*	0.1745*	−0.0792*	0.1085*	0.1970*	1.0000
IP	0.4626***	0.2303*	0.2693*	−0.0436*	−0.2686*	0.1911*	0.2497*	0.2301*	1.0000

	ICEA	UCRY Policy	UCRY Price	GlobalEPU	VIX	BCO	Bitcoin	GTU	IP
ICEA	1.0000
UCRY Policy	0.8699***	1.0000
UCRY Price	0.9046***	0.9785***	1.0000
GlobalEPU	−0.2901**	0.2942**	0.3505***	1.0000
VIX	0.2256*	0.2898**	0.3272**	0.5241***	1.0000
BCO	0.0464*	−0.1080*	−0.1110*	−0.4811***	−0.3841***	1.0000
Bitcoin	0.8190***	0.7893***	0.7988***	0.4973***	0.3999***	−0.1232*	1.0000
GTU	−0.1272*	0.0825*	0.0730*	0.1745*	−0.0792*	0.1085*	0.1970*	1.0000
IP	0.4626***	0.2303*	0.2693*	−0.0436*	−0.2686*	0.1911*	0.2497*	0.2301*	1.0000

Note(s): *p $<$ 0.1; **p $<$ 0.05 and ***p $<$ 0.01