$\rho$

${\beta }_1$

${\beta }_2$

Contagion

EUR

0.6012***

0.1179***

0.1907***

C

USA

0.5403***

0.0648***

0.0603**

C

CHN

0.3281***

−0.0032

0.0571***

C

Adj R²

0.9028

F-statistic

5751.803***

D.W

2.1217