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Table 2 Correlation matrix

From: Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic

  Pre COVID-19   COVID-19
BTC ETH LTC BTC ETH LTC
BTC 1    BTC 1   
ETH 0.782a 1   ETH 0.891a 1  
LTC 0.645a 0.710a 1 LTC 0.814a 0.853a 1
  1. BTC, Bitcoin; ETH, Ethereum; LTC, Litecoin
  2. aIndicate the statistical significance at 1%, 5% and 10% respectively