| Correlations for all pairs of data series (method=pearson) | |||||
| S&P | Bel20 | Nikkei | DAX | HangSeng | |
| S&P | 1 | 0.073 | -0.004 | -0.201 | -0.232 |
| Bel20 | 0.073 | 1 | -0.055 | 0.779 | -0.334 |
| Nikkei | -0.004 | -0.055 | 1 | -0.002 | 0.395 |
| DAX | -0.201 | 0.779 | -0.002 | 1 | 0.089 |
| HangSeng | -0.232 | -0.334 | 0.395 | 0.089 | 1 |
| Correlations for all pairs of data series with p-values | |||
| pair | Pearson r | Spearman rho | Kendall tau |
| S&P;Bel20 | 0.0735 | 0.805 | 0.6885 |
| p-value | (0.5395) | (0) | (0) |
| S&P;Nikkei | -0.0043 | 0.791 | 0.6415 |
| p-value | (0.9714) | (0) | (0) |
| S&P;DAX | -0.2009 | 0.6388 | 0.5452 |
| p-value | (0.0907) | (0) | (0) |
| S&P;HangSeng | -0.2319 | 0.2808 | 0.2634 |
| p-value | (0.05) | (0.0169) | (0.0011) |
| Bel20;Nikkei | -0.0555 | 0.6354 | 0.463 |
| p-value | (0.6435) | (0) | (0) |
| Bel20;DAX | 0.7793 | 0.6817 | 0.5342 |
| p-value | (0) | (0) | (0) |
| Bel20;HangSeng | -0.3339 | 0.2174 | 0.2055 |
| p-value | (0.0042) | (0.0666) | (0.0107) |
| Nikkei;DAX | -0.0022 | 0.4287 | 0.326 |
| p-value | (0.9856) | (2e-04) | (1e-04) |
| Nikkei;HangSeng | 0.3946 | 0.2304 | 0.1945 |
| p-value | (6e-04) | (0.0515) | (0.0157) |
| DAX;HangSeng | 0.089 | 0.6813 | 0.5773 |
| p-value | (0.4571) | (0) | (0) |
