Financial Innovation

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	0.782^a	1		ETH	0.891^a	1
LTC	0.645^a	0.710^a	1	LTC	0.814^a	0.853^a	1

BTC, Bitcoin; ETH, Ethereum; LTC, Litecoin
^aIndicate the statistical significance at 1%, 5% and 10% respectively

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