Impact of COVID-19 effective reproductive rate on cryptocurrency

Financial Innovation

Table 10 F-test for the rest of coefficients of the Model 2B

	Autoregresive		DJI		Gold		EUR		VIX
Crypto	F-AR	p-value	FDJI-AR	p-value	FGOLD-AR	p-value	FEUR-AR	p-value	FVIX-AR	p-value
BTC	16.9232	0.0000	1.5042	0.2127	0.1102	0.7399	0.4323	0.6493	2.2710	0.1318
ETH	17.8203	0.0000	0.8553	0.3550	1.4523	0.2282	0.4573	0.4989	0.6763	0.4109
USDT	18.1483	0.0000	1.3675	0.2558	1.9462	0.1630	0.0303	0.8617	2.6557	0.1032
XRP	7.1361	0.0001	0.0147	0.9034	1.8943	0.1687	0.2723	0.6018	0.6988	0.5532
LTC	0.1483	0.8622	1.0027	0.3167	0.3239	0.5693	0.8994	0.3430	0.0665	0.7965
BCH	1.3861	0.2511	0.9316	0.4252	0.0683	0.9768	2.9773	0.0313	0.4738	0.7007
ADA	7.3338	0.0001	0.6345	0.4257	1.8230	0.1770	42.9234	0.0000	2.0797	0.1261
BNB	14.3446	0.0000	0.4935	0.6869	0.0023	0.9620	0.8156	0.4430	1.2605	0.2845