SRI | CoVaR | EDF | House | Debt/GDP | |
SRI | 1 | ||||
CoVaR | 0.5789*** | 1 | |||
EDF | 0.3644*** | 0.1400** | 1 | ||
House | 0.7672*** | 0.0093 | 0.3214*** | 1 | |
Debt/GDP | 0.7533*** | −0.0387 | 0.3869*** | 0.7794*** | 1 |