Impact of COVID-19 effective reproductive rate on cryptocurrency

Financial Innovation

Table 8 F-test for the rest of coefficients of the Model 1B

	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	0.1557	0.6931	2.2909	0.1023	3.5803	0.0286	1.2735	0.2828	3.7144	0.0251
ETH	3.4158	0.0646	1.0505	0.3054	0.0380	0.8454	3.6996	0.0255	0.0925	0.7610
USDT	19.4794	0.0000	30.6705	0.0000	17.9272	0.0000	13.5277	0.0000	5.9440	0.0148
XRP	0.7987	0.3715	4.8015	0.0026	0.7360	0.3910	0.3886	0.5330	7.3755	0.0001
LTC	0.1730	0.6774	4.2646	0.0389	2.2977	0.1016	11.2957	0.0000	0.2841	0.5940
BCH	0.0004	0.9836	2.4464	0.1178	2.8160	0.0388	2.3011	0.1013	1.5936	0.2043
ADA	2.5768	0.1084	0.0703	0.7909	0.0016	0.9685	0.1867	0.6657	0.3961	0.6732
BNB	1.3860	0.2391	1.7148	0.1904	0.0933	0.7600	5.7915	0.0033	1.6697	0.1894