Impact of COVID-19 effective reproductive rate on cryptocurrency

Financial Innovation

Table 14 F-test for the rest of coefficients of the Model 3B

	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	1.6653	0.1903	7.3780	0.0001	47.5956	0.0000	40.8525	0.0000	65.5908	0.0000
ETH	10.7386	0.0000	27.2501	0.0000	0.7096	0.5466	14.5504	0.0001	8.1750	0.0003
USDT	115.0870	0.0000	1.1180	0.3278	27.0431	0.0000	128.5613	0.0000	4.8878	0.0270
XRP	38.7363	0.0000	32.6480	0.0000	6.2097	0.0004	96.8195	0.0000	54.5894	0.0000
LTC	1.9904	0.1583	0.3700	0.5430	2.0472	0.1525	26.7123	0.0000	0.3723	0.5417
BCH	169.6035	0.0000	15.3798	0.0000	34.9868	0.0000	37.5652	0.0000	11.7475	0.0000
ADA	1.7581	0.1362	0.5367	0.5851	0.1797	0.8356	0.4982	0.6080	0.4737	0.7007
BNB	702.1545	0.0000	22.0364	0.0000	11.3750	0.0000	7.2391	0.0008	0.3723	0.5417