Impact of COVID-19 effective reproductive rate on cryptocurrency

Financial Innovation

Table 13 F-test for the rest of coefficients of the Model 3A

	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	67.4294	0.0000	4.4239	0.0044	95.1753	0.0000	48.9249	0.0000	23.2155	0.0000
ETH	53.1334	0.0000	9.1821	0.0001	4.9829	0.0072	22.4996	0.0000	24.7542	0.0000
USDT	141.0124	0.0000	7.7410	0.0005	30.1598	0.0000	0.2481	0.6184	0.7754	0.5082
XRP	99.5784	0.0000	17.1688	0.0000	5.5290	0.0042	1.6976	0.1926	4.0819	0.0071
LTC	4.1860	0.0408	2.6016	0.1068	0.3640	0.5463	1.6934	0.1850	0.0007	0.9783
BCH	28.1819	0.0000	18.4505	0.0000	38.6301	0.0000	46.1253	0.0000	17.6922	0.0000
ADA	4.9220	0.0007	1.0770	0.3415	0.3662	0.7774	1.6065	0.2050	0.6982	0.5535
BNB	22.1580	0.0000	9.9328	0.0016	2.7014	0.0682	17.7812	0.0000	14.2256	0.0000