[0.025]

Lambda2

0.395

[0.277]

Correlations

BCN

OIL

SP500

GOLD

USD

OIL

0.065

[0.074]

SP500

0.105

0.215***

[0.075]

[0.073]

GOLD

0.099

0.033

−0.196***

[0.073]

[0.076]

[0.072]

USD

−0.007

−0.108

0.141*

−0.559***

[0.074]

[0.074]

[0.075]

[0.053]

LIBOR

−0.114

0.001

−0.026

−0.117

−0.017

[0.09]

[0.075]

[0.075]

[0.074]

[0.074]