variables | LNDRR | NCS | LNIBOR | LNER | LNM0 | LNM1 | LNM2 | LNCI | LNECI | LNCCI | LNMCI | LNGCI | LNOCI | LNSCI |
LNDRR | 1 |
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NCS | 0.103 | 1 |
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LNIBOR | 0.532 | 0.122 | 1 |
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LNER | −0.874 | −0.077 | −0.501 | 1 |
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LNM0 | 0.364 | 0.120 | 0.313 | −0.639 | 1 |
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LNM1 | 0.365 | 0.105 | 0.307 | −0.622 | 0.984 | 1 |
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LNM2 | 0.337 | 0.102 | 0.286 | −0.615 | 0.990 | 0.996 | 1 |
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LNCI | 0.266 | 0.051 | 0.3010 | −0.339 | 0.314 | 0.301 | 0.282 | 1 |
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LNECI | −0.259 | −0.017 | −0.153 | 0.292 | −0.281 | −0.284 | −0.300 | 0.479 | 1 |
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LNCCI | −0.085 | −0.015 | 0.054 | 0.265 | −0.586 | −0.605 | −0.628 | 0.409 | 0.688 | 1 |
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LNMCI | 0.315 | 0.053 | 0.318 | −0.429 | 0.454 | 0.439 | 0.426 | 0.976 | 0.392 | 0.253 | 1 |
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LNGCI | −0.653 | −0.040 | −0.207 | 0.439 | −0.085 | −0.126 | −0.099 | 0.255 | 0.503 | 0.289 | 0.197 | 1 |
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LNOCI | 0.044 | 0.083 | 0.072 | −0.145 | 0.130 | 0.094 | 0.090 | 0.550 | 0.608 | 0.457 | 0.503 | 0.564 | 1 |
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LNSCI | −0.235 | 0.006 | 0.142 | 0.297 | −0.424 | −0.447 | −0.453 | 0.061 | 0.347 | 0.685 | −0.046 | 0.260 | 0.343 | 1 |