Table 3.
SLP | U | V | W | SST | YFT | BET | SKJ | ALB | SBF | LOT | FRI | BLT | FRZ | KAW | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLP | 1.00 | ||||||||||||||
U | 0.19 | 1.00 | |||||||||||||
V | 0.09 | -0.08 | 1.00 | ||||||||||||
W | -0.29 | -0.77** | 0.43 | 1.00 | |||||||||||
SST | -0.40 | -0.86** | -0.19 | 0.70 | 1.00 | ||||||||||
YFT | -0.09 | -0.49 | 0.78* | 0.78* | 0.37 | 1.00 | |||||||||
BET | -0.01 | -0.26 | 0.84** | 0.62 | 0.13 | 0.89 | 1.00 | ||||||||
SKJ | -0.28 | -0.69 | 0.54 | 0.96** | 0.59 | 0.91 | 0.77 | 1.00 | |||||||
ALB | -0.16 | -0.68 | 0.28 | 0.90** | 0.76* | 0.62 | 0.49 | 0.82 | 1.00 | ||||||
SBF | 0.24 | 0.78* | -0.14 | -0.84** | -0.75* | -0.83 | -0.54 | -0.87 | -0.71 | 1.00 | |||||
LOT | -0.18 | -0.81* | 0.01 | 0.88** | 0.80* | 0.62 | 0.29 | 0.81 | 0.85 | -0.89 | 1.00 | ||||
FRI | -0.06 | -0.86** | 0.20 | 0.80* | 0.72* | 0.79 | 0.53 | 0.82 | 0.66 | -0.96 | 0.85 | 1.00 | |||
BLT | -0.02 | -0.94** | -0.04 | 0.76* | 0.87** | 0.47 | 0.19 | 0.66 | 0.77 | -0.80 | 0.91 | 0.86 | 1.00 | ||
FRZ | -0.19 | -0.87** | 0.18 | 0.94** | 0.80* | 0.63 | 0.38 | 0.86 | 0.89 | -0.85 | 0.97 | 0.84 | 0.92 | 1.00 | |
KAW | -0.24 | -0.90** | 0.19 | 0.95** | 0.84** | 0.68 | 0.43 | 0.88 | 0.88 | -0.90 | 0.96 | 0.88 | 0.92 | 0.99 | 1.00 |
*Correlated at 5% significance level.
**Correlated at 1% significance level.