Lambda2

0.264

[0.361]

Correlations

XRP

OIL

SP500

GOLD

USD

OIL

−0.133*

[0.072]

SP500

0.042

0.221***

[0.073]

[0.071]

GOLD

0.038

0.041

−0.195***

[0.074]

[0.075]

[0.071]

USD

−0.076

−0.108

0.143*

−0.560***

[0.074]

[0.074]

[0.074]

[0.052]

LIBOR

0.054

0.006

−0.014

−0.115

−0.015

[0.075]

[0.075]

[0.075]

[0.073]

[0.074]