Correlations for all pairs of data series (method=spearman) | |||||
S&P | Bel20 | DAX | Hangseng | Nikkei | |
S&P | 1 | 0.855 | 0.642 | 0.32 | 0.84 |
Bel20 | 0.855 | 1 | 0.707 | 0.239 | 0.771 |
DAX | 0.642 | 0.707 | 1 | 0.698 | 0.45 |
Hangseng | 0.32 | 0.239 | 0.698 | 1 | 0.276 |
Nikkei | 0.84 | 0.771 | 0.45 | 0.276 | 1 |
Correlations for all pairs of data series with p-values | |||
pair | Pearson r | Spearman rho | Kendall tau |
S&P;Bel20 | 0.4355 | 0.855 | 0.7746 |
p-value | (1e-04) | (0) | (0) |
S&P;DAX | -0.2246 | 0.6415 | 0.5557 |
p-value | (0.0596) | (0) | (0) |
S&P;Hangseng | -0.4209 | 0.32 | 0.2958 |
p-value | (3e-04) | (0.0067) | (3e-04) |
S&P;Nikkei | 0.3077 | 0.8398 | 0.7151 |
p-value | (0.0091) | (0) | (0) |
Bel20;DAX | 0.2978 | 0.7075 | 0.5751 |
p-value | (0.0117) | (0) | (0) |
Bel20;Hangseng | -0.3317 | 0.2389 | 0.2249 |
p-value | (0.0047) | (0.045) | (0.0055) |
Bel20;Nikkei | 0.1121 | 0.7708 | 0.699 |
p-value | (0.352) | (0) | (0) |
DAX;Hangseng | 0.1639 | 0.6977 | 0.5936 |
p-value | (0.1721) | (0) | (0) |
DAX;Nikkei | -0.1819 | 0.4499 | 0.3497 |
p-value | (0.1289) | (1e-04) | (0) |
Hangseng;Nikkei | 0.2708 | 0.2764 | 0.2346 |
p-value | (0.0223) | (0.0199) | (0.0038) |