Table 8.

Connectedness table for Volatility.

	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	28.02	2.64	8.41	2.52	6.46	26.91	4.15	2.38	11.7	4.41	2.37	71.98
d_cspa	8.59	36.62	7.75	15.9	7.13	7.86	3.04	2.27	5.87	2.48	2.5	63.38
d_cspe35	10.67	4.95	34.87	3.76	17.62	9.94	3.31	2.77	4.86	4.06	3.19	65.13
d_spas	7.46	17.85	6.31	40.13	5.84	7.17	3.14	2.32	4.75	2.73	2.32	59.87
d_spe35	9.9	5.06	19.54	4.31	34.77	9.92	2.82	2.62	5.01	3.87	2.18	65.23
d_sps5	27.54	2.52	8.15	2.57	6.64	28.22	4.02	2.31	11.24	4.5	2.28	71.78
d_ovx	5.43	1.99	3.37	1.59	2.4	5.32	54.17	4.76	4.9	12.85	3.22	45.83
d_gvz	3.76	3.65	4.92	4.01	3.18	3.42	5.81	52.51	5.34	3.6	9.8	47.49
d_vix	15.9	3.11	4.51	2.87	4.33	15.03	6.35	3.79	36.95	4.42	2.74	63.05
d_soil	8.04	2.53	6.93	2.17	4.75	7.7	12.17	2.33	5.15	45.2	3.02	54.8
d_sgold	4.52	3.39	5.17	2.7	3.08	4.35	4.58	11.33	3.38	4.95	52.56	47.44
TO	101.8	47.7	75.07	42.39	61.44	97.63	49.38	36.89	62.2	47.88	33.62	655.99
Inc.Own	129.82	84.32	109.94	82.52	96.2	125.85	103.55	89.4	99.15	93.08	86.17	cTCI/TCI
NET	29.82	−15.68	9.94	−17.48	−3.8	25.85	3.55	−10.6	−0.85	−6.92	−13.83	65.60/59.64
NPT	10	4	7	2	5	9	6	1	7	4	0