From: Impact of COVID-19 effective reproductive rate on cryptocurrency
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 | 21.0819 | 0.0000 | 2.7581 | 0.0968 | 55.8865 | 0.0000 | 42.3011 | 0.0000 | 33.3390 | 0.0000 |
ETH | 56.5534 | 0.0000 | 6.1787 | 0.0004 | 0.5761 | 0.5625 | 10.1059 | 0.0001 | 34.9959 | 0.0000 |
USDT | 113.5755 | 0.0000 | 8.9064 | 0.0002 | 24.5851 | 0.0000 | 19.0579 | 0.0000 | 2.2596 | 0.1328 |
XRP | 31.1302 | 0.0000 | 13.5270 | 0.0002 | 1.8420 | 0.1747 | 0.2864 | 0.5925 | 12.1866 | 0.0005 |
LTC | 8.2261 | 0.0000 | 4.4987 | 0.0040 | 0.5889 | 0.6225 | 0.3588 | 0.6987 | 1.7197 | 0.1803 |
BCH | 65.5134 | 0.0000 | 46.8933 | 0.0000 | 61.3212 | 0.0000 | 12.4771 | 0.0000 | 17.7495 | 0.0000 |
ADA | 1.0649 | 0.3456 | 0.7978 | 0.3718 | 0.1168 | 0.7325 | 2.7026 | 0.1002 | 0.3137 | 0.7309 |
BNB | 101.7393 | 0.0000 | 14.6961 | 0.0000 | 1.6053 | 0.1874 | 12.5748 | 0.0000 | 8.3062 | 0.0003 |