Table 8.

Cross-correlation exponents considering the nominal exchange rate (NER) and nominal interest rate (NIR).

Method/time-series	Region I	Region II	Region III
DFA${}_1$/NER	0.674 ± 0.003	0.444 ± 0.004	0.71 ± 0.02
DFA${}_1$/NIR	0.418 ± 0.003	0.27 ± 0.01	0.021 ± 0.004
DFA${}_0$/NER	0.59 ± 0.01	0.473 ± 0.005	0.28 ± 0.03
DFA${}_0$/NIR	0.368 ± 0.005	0.139 ± 0.006	0.21 ± 0.02
DCCA${}_1$	0.61 ± 0.01	0.47 ± 0.02	0.46 ± 0.01
DCCA${}_0$	0.754 ± 0.007	0.377 ± 0.004	0.218 ± 0.009