Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty - Table 1

Autoregressive coefficients (different columns in each panel) and intercepts for each equation (different lines in each panel), in the different regimes (different panels) of the MS-VAR model. * indicates that the parameter was significant at the 5% level. Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty - Table 1