|
|
|
| Contagion |
Materials | 0.2580*** | 0.1476 | 0.2747*** | C |
Telecommunications | 0.1737*** | 0.0103 | 0.0391*** | C |
Industries | 0.1495*** | 0.1389*** | −0.0373*** |
|
Utilities | 0.1894*** | −0.1153*** | −0.0316** |
|
Science and technology | 0.1785*** | 0.0295* | −0.0367*** |
|
Energy | 0.3028*** | 0.2691*** | 0.4653*** | C |
Consumer services | 0.1378*** | 0.2272*** | −0.1671*** |
|
Consumer goods | 0.1348*** | 0.0673*** | 0.0345 |
|
Medical and health care | 0.1547*** | 0.0016*** | −0.0628*** |
|
Adj R2 | 0.8334 | |||
F-statistic | 2920.547*** | |||
D.W | 1.9820 |