Variables | (1) | (2) | (3) | (4) | (5) | (6) |
(1) lnrm2 | 1.000 | (1) lnrm 2 |
|
|
|
|
(2) lnrgdp | 0.999* | 1.000 | (2) lnrgdp |
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|
|
(3) Infl | −0.520* | −0.514* | 1.000 | (3) Infl |
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(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 |