Table 9: Correlation dimension 𝐷 𝑐 test.

S&PCDS1CDS2CDS3

𝑛 14822391334329

2 l o g 1 0 𝑛 8.34185.18445.04755.0344

𝐷 𝑐 Prob 𝐷 𝑐 Prob 𝐷 𝑐 Prob 𝐷 𝑐 Prob

𝑚 = 2 3.79280.02463.54340.02654.18550.02883.86870.0297
𝑚 = 3 5.65210.02455.28060.02626.09880.02905.65610.0308
𝑚 = 4 7.50850.02457.06710.02588.02130.02817.28580.0333
𝑚 = 5 9.50990.03449.02640.03509.96780.03788.76850.0485
𝑚 = 6 11.17000.024410.56920.026211.67080.02779.61980.0464