Lambda2 | 0.264 |
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[0.361] | ||||||||||
Correlations | XRP | OIL | SP500 | GOLD | USD | |||||
OIL | −0.133* |
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[0.072] |
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SP500 | 0.042 | 0.221*** |
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[0.073] | [0.071] |
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GOLD | 0.038 | 0.041 | −0.195*** |
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[0.074] | [0.075] | [0.071] |
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USD | −0.076 | −0.108 | 0.143* | −0.560*** |
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[0.074] | [0.074] | [0.074] | [0.052] |
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LIBOR | 0.054 | 0.006 | −0.014 | −0.115 | −0.015 | |||||
[0.075] | [0.075] | [0.075] | [0.073] | [0.074] | ||||||