Table 7.
Connectedness table for Return.
| d_csp500 | d_cspa | d_cspe35 | d_spas | d_spe35 | d_sps5 | d_ovx | d_gvz | d_vix | d_soil | d_sgold | FROM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| d_csp500 | 23.94 | 2.61 | 9.53 | 3.97 | 9.08 | 23.29 | 4.24 | 2.94 | 16.03 | 3.58 | 0.81 | 76.06 |
| d_cspa | 12.11 | 24.43 | 10.43 | 14.16 | 8.61 | 11.88 | 2.89 | 2.3 | 8.82 | 3.27 | 1.1 | 75.57 |
| d_cspe35 | 12.39 | 5.24 | 27.57 | 5.83 | 17.15 | 12.16 | 3.61 | 2.54 | 9.09 | 3.53 | 0.89 | 72.43 |
| d_spas | 10.36 | 15.18 | 9.43 | 28.97 | 8.15 | 10.73 | 2.81 | 2.22 | 7.84 | 3.16 | 1.15 | 71.03 |
| d_spe35 | 12.48 | 3.91 | 17.92 | 5.63 | 28.68 | 12.54 | 3.14 | 2.57 | 9.22 | 2.74 | 1.17 | 71.32 |
| d_sps5 | 23.45 | 2.61 | 9.35 | 4.15 | 9.12 | 24.1 | 4.17 | 2.86 | 15.74 | 3.71 | 0.74 | 75.9 |
| d_ovx | 7.86 | 1.88 | 5.52 | 2.62 | 4.5 | 7.71 | 46.37 | 4.94 | 8.87 | 8.78 | 0.95 | 53.63 |
| d_gvz | 6.04 | 1.69 | 4.38 | 2.02 | 4.36 | 5.83 | 5.49 | 52.85 | 8.94 | 2.4 | 6 | 47.15 |
| d_vix | 18.6 | 2.37 | 7.91 | 3.58 | 7.67 | 18.12 | 5.52 | 4.91 | 27.8 | 2.76 | 0.77 | 72.2 |
| d_soil | 7.02 | 2.24 | 5.47 | 2.93 | 3.93 | 7.25 | 9.56 | 2.24 | 4.55 | 52.16 | 2.63 | 47.84 |
| d_sgold | 2.36 | 2.4 | 2.32 | 1.74 | 2.94 | 2.18 | 1.52 | 7.72 | 1.87 | 3.86 | 71.1 | 28.9 |
| TO | 112.68 | 40.14 | 82.25 | 46.61 | 75.52 | 111.7 | 42.95 | 35.24 | 90.96 | 37.78 | 16.19 | 692.03 |
| Inc.Own | 136.62 | 64.57 | 109.82 | 75.57 | 104.2 | 135.8 | 89.33 | 88.08 | 118.76 | 89.95 | 87.3 | cTCI/TCI |
| NET | 36.62 | −35.43 | 9.82 | −24.43 | 4.2 | 35.8 | −10.67 | −11.92 | 18.76 | −10.05 | −12.7 | 69.20/62.91 |
| NPT | 10 | 2 | 7 | 1 | 6 | 9 | 5 | 3 | 8 | 4 | 0 |