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Financial Innovation

Table 2 Correlation matrix for assets in Portfolio 1

From: Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach

 

BTC

ETH

XRP

ADA

LINK

LTC

BCH

XLM

BNB

DOGE

BTC

1

         

ETH

0.792

1

        

XRP

0.703

0.801

1

       

ADA

0.646

0.757

0.736

1

      

LINK

0.424

0.555

0.485

0.536

1

     

LTC

0.784

0.835

0.763

0.744

0.517

1

    

BCH

0.727

0.783

0.739

0.708

0.495

0.830

1

   

XLM

0.643

0.714

0.774

0.770

0.538

0.691

0.680

1

  

BNB

0.666

0.711

0.647

0.665

0.482

0.698

0.643

0.645

1

 

DOGE

0.697

0.684

0.693

0.612

0.405

0.678

0.644

0.626

0.593

1

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