Equation

EGX30

Model A

ReturnEGX30

1

2

RiskEGX30

0.1929004

0.041

Cumulative_casesEgypt

−4.01E−08

0.010

Fatality RatioEgypt

−2.046311

0.000

PriceEGX30

−6.14E−06

0.205

New_casesEgypt

−5.23E−06

0.202

New_deathsEgypt

0.0001093

0.173

Constant

0.0185301

0.154

RiskEGX30

Cumulative_casesEgypt

−3.82E−08

0.001

FatalityRatioEgypt

0.4222606

0.317

PriceEGX30

−0.0000122

0.001

New_casesEgypt

−1.79E−06

0.557

New_deathsEgypt

8.62E−06

0.885

Constant

0.0413348

0.000

S&P 500

Model B

ReturnSP500

1

2

RiskSP500

0.1510791

0.150

Cumulative_casesUS

−1.08E−09

0.000

PriceSP500

0.0000379

0.000

FatalityRatioUS

1.38E+00

0.032

New_casesUS

−5.20E−08

0.085

New_deathsUS

4.78E−06

0.006

Constant

−0.1232209

0.000

RiskSP500

1

2

Cumulative_casesUS

1.09E−09

0.000

PriceSP500

−0.0000387

0.000

FatalityRatioUS

2.574082

0.000

New_casesUS

5.39E−08

0.005

New_deathsUS

−5.33E−06

0.000

Constant

0.1332956

0.000

Cryptocurrencies

Model C

ReturnBitcoin

1

2

RiskBitcoin

0.0310314

0.626

PriceBitcoin

−4.89E−08

0.779

WorldNew_deaths

4.61E−07

0.506

Constant

0.0016264

0.726

RiskBitcoin

1

2

PriceBitcoin

1.83E−07

0.168

WorldNew_deaths

5.18E−07

0.326

Constant

0.0262718

0.000

PriceBitcoin

1

2

WorldNew_deaths

2.730923

0.000

Constant

1995.473

0.097

ReturnEthereum

1

2

RiskEthereum

0.0870549

0.174

PriceEthereum

2.71E−06

0.579

WorldNew_deaths

1.33E−07

0.887

Constant

0.0019293

0.768

RiskEthereum

1

2

PriceEthereum

0.0000143

0.000

WorldNew_deaths

7.43E−07

0.296

Constant

0.0414345

0.000

PriceEthereum

1

2

WorldNew_deaths

0.131916

0.000

Constant

−153.4745

0.011

ReturnLitecoin

1

2

RiskLitecoin

0.0921436

0.149

PriceLitecoin

0.0000648

0.253

WorldNew_deaths

−4.99E−07

0.601

Constant

−0.0015791

0.813

RiskLitecoin

1

2

PriceLitecoin

0.0001624

0.000

WorldNew_deaths

−2.10E−07

0.771

Constant

0.0349696

0.000

PriceLitecoin

1

2

WorldNew_deaths

0.0111679

0.000

Constant

18.95352

0.000

ReturnTether

1

2

RiskTether

−0.1931744

0.000

PriceTether

0.3567747

0.000

WorldNew_deaths

2.50E−08

0.024

Constant

−0.3571672

0.000

RiskTether

1

2

PriceTether

0.2305474

0.000

WorldNew_deaths

−3.35E−08

0.001

Constant

−0.2297886

0.000

PriceTether

1

2

WorldNew_deaths

−9.78E−08

0.000

Constant

1.001678

0.000