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 |