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. 2021 May 28;58:101441. doi: 10.1016/j.ribaf.2021.101441

Table 2.

Volatility spillover of Assets before COVID-19.

Before COVID-19
DOLLAR KFTX MSCI BITCOIN Gold Oil FROM
DOLLAR 64.87 17.85 1.05 12.01 0.93 3.28 5.86
KFTX 67.16 16.98 0.96 10.99 0.73 3.19 13.84
MSCI 66.90 17.03 1.05 10.98 0.86 3.18 16.49
BITCOIN 61.11 19.80 1.27 13.53 1.03 3.26 14.41
Gold 67.11 17.02 0.87 10.92 0.79 3.28 16.53
Oil 62.72 18.48 1.74 12.38 1.26 3.41 16.10
TO 54.17 15.03 0.98 9.55 0.80 2.70 83.23