Variables

(1)

(2)

(3)

(4)

(5)

(6)

(1) lnrm2

1.000

(1) lnrm 2

(2) lnrgdp

0.999*

1.000

(2) lnrgdp

(3) Infl

−0.520*

−0.514*

1.000

(3) Infl

(4) Exch

0.819*

0.837*

−0.351*

1.000

(4) Exch

(5) LIBOR

−0.886*

−0.879*

0.426*

−0.661*

1.000

(6) ln 91 days

−0.123

−0.137

−0.092

−0.299

0.023

1.000