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