Correlations for all pairs of data series (method=kendall) | |||||
S&P | Bel20 | Nikkei | DAX | HangSeng | |
S&P | 1 | 0.688 | 0.641 | 0.545 | 0.263 |
Bel20 | 0.688 | 1 | 0.463 | 0.534 | 0.205 |
Nikkei | 0.641 | 0.463 | 1 | 0.326 | 0.195 |
DAX | 0.545 | 0.534 | 0.326 | 1 | 0.577 |
HangSeng | 0.263 | 0.205 | 0.195 | 0.577 | 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) |