Table 8

UCRY, ICEA, Bitcoin indices Pearson correlation

Panel A: UCRY, ICEA, Bitcoin indices Pearson correlationUCRY PolicyUCRY PriceICEABitcoin
UCRY Policy1***0.985***0.845***0.847***
UCRY Price0.985***1***0.857***0.852***
ICEA0.845***0.857***1***0.818***
Bitcoin0.847***0.852***0.818***1***
Panel B: UCRY, ICEA, Bitcoin indices volatility Pearson correlationΔln(UCRY Policy)Δln(UCRY Price)Δln(ICEA)Δln(Bitcoin)
Δln(UCRY Policy)1***0.903***0.384***0.056***
Δln(UCRY Price)0.903***1***0.390***0.048***
Δln(ICEA)0.384***0.390***1***0.028***
Δln(Bitcoin)0.056***0.048***0.028***1***

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

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