Table 3. Granger causality test H0 F... | Emerald Publishing

Table 3.

Granger causality test

H0	F-value	p-value
No → from RBMSCIGB to RG1NG	0.45	0.77
No → from RG1NG to RBMSCIGB	1.51	0.20
No → from RBMSCIGB to RESPDR	1.85	0.12
No → from RESPDR to RBMSCIGB	0.96	0.43
No → RBMSCIGB to RNYSE	1.20	0.31
No → RNYSE to RBMSCIGB	0.56	0.69
No → RSPDJGB to RG1NG	1.74	0.14
No → RG1NG to RSPDJGB	1.58	0.18
No → RSPDJGB to RESPDR	1.44	0.22
No → RESPDR to RSPDJGB	0.95	0.44
No → RSPDJGB to RNYSE	0.71	0.58
No → RNYSE to RSPDJGB	0.81	0.52

H0	F-value	p-value
No → from RBMSCIGB to RG1NG	0.45	0.77
No → from RG1NG to RBMSCIGB	1.51	0.20
No → from RBMSCIGB to RESPDR	1.85	0.12
No → from RESPDR to RBMSCIGB	0.96	0.43
No → RBMSCIGB to RNYSE	1.20	0.31
No → RNYSE to RBMSCIGB	0.56	0.69
No → RSPDJGB to RG1NG	1.74	0.14
No → RG1NG to RSPDJGB	1.58	0.18
No → RSPDJGB to RESPDR	1.44	0.22
No → RESPDR to RSPDJGB	0.95	0.44
No → RSPDJGB to RNYSE	0.71	0.58
No → RNYSE to RSPDJGB	0.81	0.52

Source: Authors’ own presentation, → indicates for the Granger causes, H0 stands for null hypothesis