1. Table 1. Correlations between different indices
Dwj
Cac
Dax
Mib
Merv
Ipc
Ftse
Bse
Jak
Kosp
Nik
S_p
Shng
ALL 1
0.546
0.812
0.873
0.729
0.485
0.867
0.496
0.460
0.582
0.840
0.804
0.552
0.864
0.531
0.566
0.455
0.342
0.583
0.322
0.272
0.385
0.580
0.508
0.292
0.554
0.653
0.902
0.861
0.900
0.857
0.815
0.912
0.739
0.953
0.792
0.968
0.241
0.850
0.243
0.162
0.357
0.947
0.661
0.235
0.757
Mer
0.853
0.874
0.837
0.890
0.649
0.916
0.700
0.898
0.662
0.948
0.945
0.941
0.384
0.823
0.773
0.672
0.603
0.749
0.896
0.904
0.937
0.974
0.952
0.371
0.844
0.777
0.934
0.273
0.778
0.733
0.880
0.833
0.846
0.748
0.308
0.807
0.675
0.942
shng
0.718
All
Tarek Sadraoui et al. A New Cointegration Econometric Analysis for Contagious and Volatility Spillovers of Subprime
Crisis Effects. International Journal of Econometrics and Financial Management, 2016, Vol. 4, No. 2,
doi: /ijefm-4-2-1
© The Author(s) Published by Science and Education Publishing.