Table 8 Results of the CCI30 index... | Emerald Publishing

Table 8

Results of the CCI30 index

Quantiles	DV: CCI30 index
Quantiles	SI	GB	IS	IB
0.05	0.3118^***	0.3505^***	0.3457^***	8.8046^***
0.1	0.7711^***	0.7528^***	0.6157^***	1.8627^***
0.25	0.4544^***	−0.0936^***	0.4752^***	1.1259^***
0.5	128.8496	−59.1893	18.4729	−339.8276
0.75	0.2817^***	−0.4286^***	0.1548^***	−4.2725^***
0.9	0.2320^***	−1.2036^***	0.1326^***	−3.5178^***
0.95	0.8861^***	−1.0370^***	−0.4560^***	−5.9591^***

Quantiles	DV: CCI30 index
Quantiles	SI	GB	IS	IB
0.05	0.3118^***	0.3505^***	0.3457^***	8.8046^***
0.1	0.7711^***	0.7528^***	0.6157^***	1.8627^***
0.25	0.4544^***	−0.0936^***	0.4752^***	1.1259^***
0.5	128.8496	−59.1893	18.4729	−339.8276
0.75	0.2817^***	−0.4286^***	0.1548^***	−4.2725^***
0.9	0.2320^***	−1.2036^***	0.1326^***	−3.5178^***
0.95	0.8861^***	−1.0370^***	−0.4560^***	−5.9591^***

Note(s): ^***, ^**stands for a 1% and 5% level of significance; interpretation is similar with gold; The significance in italics implied safe haven assets