Static connectedness table
| names | BTC | Dash | ETH | XMR | LTC | BTG | MKR | XRP | Gold | FTSE | CAC40 | FTSE MIB | DAX30 | Nikkei | SP/TSX | S&P500 | From |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC | 0.369 | 0.122 | 0.279 | 0.168 | 0.004 | 0.005 | 0.011 | 0.003 | 0.002 | 0.006 | 0.003 | 0.003 | 0.003 | 0.006 | 0.008 | 0.008 | 0.631 |
| Dash | 0.140 | 0.385 | 0.144 | 0.218 | 0.002 | 0.014 | 0.014 | 0.006 | 0.006 | 0.009 | 0.007 | 0.010 | 0.009 | 0.016 | 0.013 | 0.008 | 0.615 |
| ETH | 0.281 | 0.116 | 0.369 | 0.148 | 0.006 | 0.003 | 0.012 | 0.004 | 0.005 | 0.010 | 0.005 | 0.005 | 0.006 | 0.013 | 0.009 | 0.009 | 0.631 |
| XMR | 0.171 | 0.201 | 0.155 | 0.362 | 0.004 | 0.009 | 0.009 | 0.009 | 0.005 | 0.010 | 0.007 | 0.009 | 0.008 | 0.022 | 0.010 | 0.009 | 0.638 |
| LTC | 0.004 | 0.005 | 0.006 | 0.011 | 0.756 | 0.014 | 0.008 | 0.015 | 0.002 | 0.031 | 0.036 | 0.032 | 0.028 | 0.020 | 0.023 | 0.009 | 0.244 |
| BTG | 0.015 | 0.045 | 0.018 | 0.005 | 0.011 | 0.788 | 0.048 | 0.016 | 0.006 | 0.005 | 0.007 | 0.004 | 0.005 | 0.010 | 0.013 | 0.005 | 0.212 |
| MKR | 0.020 | 0.079 | 0.024 | 0.012 | 0.009 | 0.234 | 0.528 | 0.007 | 0.009 | 0.011 | 0.015 | 0.011 | 0.011 | 0.012 | 0.017 | 0.002 | 0.472 |
| XRP | 0.032 | 0.020 | 0.027 | 0.029 | 0.022 | 0.025 | 0.023 | 0.767 | 0.012 | 0.004 | 0.007 | 0.011 | 0.006 | 0.005 | 0.006 | 0.005 | 0.233 |
| Gold | 0.014 | 0.008 | 0.016 | 0.009 | 0.004 | 0.005 | 0.013 | 0.008 | 0.679 | 0.036 | 0.042 | 0.034 | 0.043 | 0.032 | 0.044 | 0.013 | 0.321 |
| FTSE | 0.015 | 0.008 | 0.018 | 0.009 | 0.004 | 0.002 | 0.002 | 0.004 | 0.007 | 0.223 | 0.174 | 0.160 | 0.159 | 0.047 | 0.154 | 0.013 | 0.777 |
| CAC40 | 0.016 | 0.007 | 0.020 | 0.008 | 0.005 | 0.002 | 0.002 | 0.003 | 0.004 | 0.161 | 0.204 | 0.182 | 0.185 | 0.049 | 0.133 | 0.018 | 0.796 |
| FTSEMIB | 0.022 | 0.010 | 0.029 | 0.012 | 0.006 | 0.003 | 0.003 | 0.005 | 0.006 | 0.146 | 0.180 | 0.226 | 0.169 | 0.041 | 0.134 | 0.009 | 0.774 |
| DAX30 | 0.015 | 0.006 | 0.019 | 0.007 | 0.006 | 0.001 | 0.002 | 0.003 | 0.008 | 0.155 | 0.195 | 0.179 | 0.211 | 0.050 | 0.130 | 0.013 | 0.789 |
| NIKKEI | 0.013 | 0.009 | 0.012 | 0.010 | 0.006 | 0.002 | 0.003 | 0.004 | 0.007 | 0.118 | 0.136 | 0.113 | 0.138 | 0.331 | 0.082 | 0.017 | 0.669 |
| SP/TSX | 0.030 | 0.015 | 0.033 | 0.018 | 0.004 | 0.005 | 0.003 | 0.004 | 0.007 | 0.146 | 0.146 | 0.166 | 0.134 | 0.035 | 0.240 | 0.016 | 0.760 |
| S&P500 | 0.028 | 0.010 | 0.032 | 0.013 | 0.006 | 0.003 | 0.002 | 0.003 | 0.005 | 0.136 | 0.145 | 0.167 | 0.137 | 0.050 | 0.186 | 0.077 | 0.923 |
| To | 0.813 | 0.661 | 0.831 | 0.676 | 0.097 | 0.327 | 0.155 | 0.093 | 0.092 | 0.984 | 1.105 | 1.088 | 1.041 | 0.407 | 0.962 | 0.154 | 0.593 |
| Net | 0.182 | 0.046 | 0.200 | 0.038 | −0.147 | 0.115 | −0.317 | −0.140 | −0.230 | 0.207 | 0.308 | 0.314 | 0.252 | −0.262 | 0.201 | −0.769 |
| names | BTC | Dash | ETH | XMR | LTC | BTG | MKR | XRP | Gold | FTSE | CAC40 | FTSE MIB | DAX30 | Nikkei | SP/TSX | S&P500 | From |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC | 0.369 | 0.122 | 0.279 | 0.168 | 0.004 | 0.005 | 0.011 | 0.003 | 0.002 | 0.006 | 0.003 | 0.003 | 0.003 | 0.006 | 0.008 | 0.008 | |
| Dash | 0.140 | 0.385 | 0.144 | 0.218 | 0.002 | 0.014 | 0.014 | 0.006 | 0.006 | 0.009 | 0.007 | 0.010 | 0.009 | 0.016 | 0.013 | 0.008 | |
| ETH | 0.281 | 0.116 | 0.369 | 0.148 | 0.006 | 0.003 | 0.012 | 0.004 | 0.005 | 0.010 | 0.005 | 0.005 | 0.006 | 0.013 | 0.009 | 0.009 | |
| XMR | 0.171 | 0.201 | 0.155 | 0.362 | 0.004 | 0.009 | 0.009 | 0.009 | 0.005 | 0.010 | 0.007 | 0.009 | 0.008 | 0.022 | 0.010 | 0.009 | |
| LTC | 0.004 | 0.005 | 0.006 | 0.011 | 0.756 | 0.014 | 0.008 | 0.015 | 0.002 | 0.031 | 0.036 | 0.032 | 0.028 | 0.020 | 0.023 | 0.009 | |
| BTG | 0.015 | 0.045 | 0.018 | 0.005 | 0.011 | 0.788 | 0.048 | 0.016 | 0.006 | 0.005 | 0.007 | 0.004 | 0.005 | 0.010 | 0.013 | 0.005 | |
| MKR | 0.020 | 0.079 | 0.024 | 0.012 | 0.009 | 0.234 | 0.528 | 0.007 | 0.009 | 0.011 | 0.015 | 0.011 | 0.011 | 0.012 | 0.017 | 0.002 | |
| XRP | 0.032 | 0.020 | 0.027 | 0.029 | 0.022 | 0.025 | 0.023 | 0.767 | 0.012 | 0.004 | 0.007 | 0.011 | 0.006 | 0.005 | 0.006 | 0.005 | |
| Gold | 0.014 | 0.008 | 0.016 | 0.009 | 0.004 | 0.005 | 0.013 | 0.008 | 0.679 | 0.036 | 0.042 | 0.034 | 0.043 | 0.032 | 0.044 | 0.013 | |
| FTSE | 0.015 | 0.008 | 0.018 | 0.009 | 0.004 | 0.002 | 0.002 | 0.004 | 0.007 | 0.223 | 0.174 | 0.160 | 0.159 | 0.047 | 0.154 | 0.013 | |
| CAC40 | 0.016 | 0.007 | 0.020 | 0.008 | 0.005 | 0.002 | 0.002 | 0.003 | 0.004 | 0.161 | 0.204 | 0.182 | 0.185 | 0.049 | 0.133 | 0.018 | |
| FTSEMIB | 0.022 | 0.010 | 0.029 | 0.012 | 0.006 | 0.003 | 0.003 | 0.005 | 0.006 | 0.146 | 0.180 | 0.226 | 0.169 | 0.041 | 0.134 | 0.009 | |
| DAX30 | 0.015 | 0.006 | 0.019 | 0.007 | 0.006 | 0.001 | 0.002 | 0.003 | 0.008 | 0.155 | 0.195 | 0.179 | 0.211 | 0.050 | 0.130 | 0.013 | |
| NIKKEI | 0.013 | 0.009 | 0.012 | 0.010 | 0.006 | 0.002 | 0.003 | 0.004 | 0.007 | 0.118 | 0.136 | 0.113 | 0.138 | 0.331 | 0.082 | 0.017 | |
| SP/TSX | 0.030 | 0.015 | 0.033 | 0.018 | 0.004 | 0.005 | 0.003 | 0.004 | 0.007 | 0.146 | 0.146 | 0.166 | 0.134 | 0.035 | 0.240 | 0.016 | |
| S&P500 | 0.028 | 0.010 | 0.032 | 0.013 | 0.006 | 0.003 | 0.002 | 0.003 | 0.005 | 0.136 | 0.145 | 0.167 | 0.137 | 0.050 | 0.186 | 0.077 | |
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