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Correlation Matrix.
| DMR | DTDC | DTGC | MCAP | |
|---|---|---|---|---|
| DMR | 1.000 | |||
| DTDC | −0.207*** | 1.000 | ||
| DTGC | −0.025* | −0.042*** | 1.000 | |
| LMCAP(-1) | 0.001 | −0.033* | 0.030* | 1.000 |
Notes: DMR = Daily Market Returns; DTDC = Ratio of Daily Growth in total death cases; DTGC = Ratio of Daily Growth in Total cases; LMCAP(-1)=natural logarithm of daily Market Capitalization of firms; ***,* presents significance level at 1% and 10 % respectively.
