Dimension | TLREF | VIX | GOLD | MSCI_EM | CDS | XU100 | USDTL | CBRT_SEC | EMISSION |
---|---|---|---|---|---|---|---|---|---|
2 | 0.2008 [0.000] | 0.1785 [0.000] | 0.1956 [0.000] | 0.1880 [0.000] | 0.1823 [0.000] | 0.1845 [0.000] | 0.2000 [0.000] | 0.2053 [0.000] | 0.2031 [0.000] |
3 | 0.3415 [0.000] | 0.3036 [0.000] | 0.3330 [0.000] | 0.3180 [0.000] | 0.3079 [0.000] | 0.3120 [0.000] | 0.33991 [0.000] | 0.3471 [0.000] | 0.3451 [0.000] |
4 | 0.4397 [0.000] | 0.3878 [0.000] | 0.4292 [0.000] | 0.4072 [0.000] | 0.3928 [0.000] | 0.3993 [0.000] | 0.4375 [0.000] | 0.4452 [0.000] | 0.4439 [0.000] |
5 | 0.5081 [0.000] | 0.4431 [0.000] | 0.4958 [0.000] | 0.4681 [0.000] | 0.4493 [0.000] | 0.4584 [0.000] | 0.5054 [0.000] | 0.5136 [0.000] | 0.5124 [0.000] |
6 | 0.5550 [0.000] | 0.4787 [0.000] | 0.5416 [0.000] | 0.5093 [0.000] | 0.4854 [0.000] | 0.4981 [0.000] | 0.5524 [0.000] | 0.5612 [0.000] | 0.55593 [0.000] |
Observations | 945 | 945 | 945 | 945 | 945 | 945 | 945 | 945 | 945 |