Impact of COVID-19 effective reproductive rate on cryptocurrency

Financial Innovation

Table 9 F-test for the rest of coefficients of the Model 2A

	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	21.9832	0.0000	0.3547	0.5514	0.1874	0.8292	0.1015	0.7501	2.1549	0.1421
ETH	23.6377	0.0000	0.5474	0.5788	1.2657	0.2606	0.3955	0.7563	0.7643	0.3820
USDT	7,353,091.0000	0.0000	6.5004	0.0003	0.3691	0.5435	2.1689	0.1408	10.8215	0.0010
XRP	15.6709	0.0000	0.0650	0.7988	1.0035	0.3910	0.7177	0.5418	0.8321	0.4358
LTC	204.3899	0.0000	2.0556	0.1517	0.3967	0.5288	2.0571	0.1515	0.1886	0.6641
BCH	7.5811	0.0006	1.0822	0.3563	0.1693	0.6807	3.6691	0.0123	0.6533	0.5208
ADA	14.1278	0.0000	0.8912	0.3451	1.7806	0.1821	85.3342	0.0000	2.4361	0.0886
BNB	15.0211	0.0000	0.4880	0.6142	0.0191	0.8900	0.6015	0.6143	0.8556	0.4641