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Table 2 Correlation matrix in the full sample

From: Contagion effect of migration fear in pre and European refugee’s crisis period: evidence from multivariate GARCH and wavelet empirical analysis

 

USA

UK

FR

GER

USA

1.000000

0.630606

0.487337

0.654667

UK

 

1.000000

0.776050

0.883848

FR

  

1.000000

0.664798

GER

   

1.000000