Financial Innovation

Table 7 The correlation between GPR/EPU and the equity sectors, on a monthly basis

From: Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis

Set	Correlation
ORI-GPR	0.43
ORI-EPU	0.21
PET-GPR	0.55
PET-EPU	0.34
ODR-GPR	0.36
ODR-EPU	0.19

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