spb/wp8_uqo

1\begin{table}[htbp]2\centering3\begin{threeparttable}4\caption{Granger Causality Tests}5\label{tab:granger}6\begin{tabular}{l c c}7\toprule8Direction & {$F$-stat} & {$p$-value} \\9\midrule10    SPY $\to$ Fed\_NoChange & $1.28$ & 0.285 \\11    BTC $\to$ Fed\_NoChange & $1.95$ & 0.110 \\12    VIX $\to$ Fed\_NoChange & $2.73^{**}$ & 0.049 \\13    Fed\_NoChange $\to$ SPY & $2.42^{*}$ & 0.072 \\14    BTC $\to$ SPY & $2.42^{*}$ & 0.055 \\15    VIX $\to$ SPY & $1.93$ & 0.112 \\16    Fed\_NoChange $\to$ BTC & $1.51$ & 0.196 \\17    SPY $\to$ BTC & $0.30$ & 0.585 \\18    VIX $\to$ BTC & $2.12$ & 0.149 \\19    Fed\_NoChange $\to$ VIX & $4.96^{***}$ & 0.001 \\20    SPY $\to$ VIX & $1.29$ & 0.280 \\21    BTC $\to$ VIX & $3.57^{***}$ & 0.010 \\22\bottomrule23\end{tabular}24\begin{tablenotes}25\small26\item \textit{Notes:} This table reports $F$-statistics and $p$-values for pairwise Granger27causality tests. The null hypothesis is that the causing variable does not Granger-cause28the caused variable. Lag length selected by AIC. $^{***}$, $^{**}$, $^{*}$ denote29significance at 1\%, 5\%, 10\%.30\end{tablenotes}31\end{threeparttable}32\end{table}