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Table 5 Correlation matrix pre and European refugee’s crisis period

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

 

Pre-European refugee’s crisis period

European refugee’s crisis period

FR_FEAR

GER_FEAR

UK_FEAR

USA_FEAR

FR_FEAR

GER_FEAR

UK_FEAR

USA_FEAR

FR_FEAR

1

0.5757

0.6293

0.109

1

0.4820

0.7126

0.369

GER_FEAR

 

1

0.574

0.223

 

1

0.7676

0.485

UK_FEAR

  

1

0.054

  

1

0.572

USA_FEAR

   

1

   

1