Table 4 Diebold and Yilmaz connectedness matrix
From: Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
| Â | \({\rm {X}}_{1}\) | \({\rm {X}}_{2}\) | \(\cdots\) | \({\rm {X}}_{\rm N}\) | \({\rm From\,others}\) |
|---|---|---|---|---|---|
\({X}_{1}\) | \({d}_{11}^{H}\) | \({d}_{12}^{H}\) | \(\cdots\) | \({d}_{1N}^{H}\) | \({\sum }_{{\varvec{j}}=1}^{{\varvec{N}}}{d}_{1j}^{H}, j\ne 1\) |
\({X}_{2}\) | \({d}_{21}^{H}\) | \({d}_{22}^{H}\) | \(\cdots\) | \({d}_{2N}^{H}\) | \({\sum }_{{\varvec{j}}=1}^{{\varvec{N}}}{d}_{2j}^{H}, j\ne 2\) |
\(\vdots\) | \(\vdots\) | \(\vdots\) | Â | Â | Â |
\({X}_{N}\) | \({d}_{N1}^{H}\) | \({d}_{N2}^{H}\) | \(\cdots\) | \({d}_{NN}^{H}\) | \({\sum }_{{\varvec{j}}=1}^{{\varvec{N}}}{d}_{Nj}^{H}, j\ne N\) |
\({\rm TO\,others}\) | \({\sum }_{{\varvec{i}}=1}^{{\varvec{N}}}{d}_{i1}^{H}\) | \({\sum }_{{\varvec{i}}=1}^{{\varvec{N}}}{d}_{i2}^{H}\) | \(\cdots\) | \({\sum }_{{\varvec{i}}=1}^{{\varvec{N}}}{d}_{iN}^{H}\) | \(\frac{1}{N}{\sum }_{{\varvec{i}},{\varvec{j}}=1}^{{\varvec{N}}}{d}_{ij}^{H}\) |
| Â | \(i\ne 1\) | \(i\ne 2\) | \(\cdots\) | \(i\ne N\) | \(i\ne j\) |