F

2*S&P

RC

−0.023 (0.028)

0.078 (0.126)

1.867

0.213

RG

0.314 (0.043)

−0.316 (0.19)

10.671

0.189

2*Dji

RC

0.003 (0.031)

0.019 (0.005)

0.986

0.143

RG

0.03 (0.047)

−0.086 (0.008)

13.569

0.037

2*Nasdaq

RC

0.005 (0.013)

−0.22 (0.178)

2.373

0.429

RG

0.245 (0.031)

0.844 (0.427)

17.370

0.127