xix Bảng 2 20 Rotated Component Matrixa Component 1 2 3 4 RR2 906 RR3 857 RR1 813 RR4 812 RR5 736 CS3 905 CS2 844 CS4 826 CS1 806 CS6 588 KT1 885 KT2 763 KT3 726 KT4 717 QT1 918 QT4 863 QT2 769 Extrac[.]
xix Bảng 2.20 Rotated Component Matrixa 906 857 813 812 736 Component RR2 RR3 RR1 RR4 RR5 CS3 905 CS2 844 CS4 826 CS1 806 CS6 588 KT1 885 KT2 763 KT3 726 KT4 717 QT1 918 QT4 863 QT2 769 Extraction Method: Principal Component Analysis Rotation Method: Varimax with Kaiser Normalization a Rotation converged in iterations Phân tích tương quan Bảng 2.21 Correlations CS CS KT QT Pearson Correlation Sig (2-tailed) N Pearson Correlation Sig (2-tailed) N Pearson Correlation Sig (2-tailed) N KT QT RR QD -.202** -.136 -.070 234** 180 007 180 069 180 350 180 002 180 -.202** -.063 065 439** 007 180 180 401 180 388 180 000 180 -.136 -.063 090 256** 069 180 401 180 180 230 180 001 180 xx Pearson -.070 065 090 Correlation RR Sig (2-tailed) 350 388 230 N 180 180 180 180 Pearson 234** 439** 256** 691** Correlation QD Sig (2-tailed) 002 000 001 000 N 180 180 180 180 ** Correlation is significant at the 0.01 level (2-tailed) .691** 000 180 180 Phân tích hồi quy Bảng 2.22 Model Summary Mode R R Adjusted R Std Error of l Square Square the Estimate a 921 848 845 16819 a Predictors: (Constant), RR, KT, QT, CS Model Bảng 2.23 Coefficientsa Unstandardized Standardize Coefficients d Coefficients B Std Error Beta (Constant 762 ) CS 228 KT 254 QT 128 RR 296 a Dependent Variable: QD 083 017 015 013 013 420 499 285 662 t Sig 9.173 000 13.797 16.494 9.522 22.310 000 000 000 000 Phân tích ANOVA Bảng 2.24 ANOVAa Model Sum of df Mean F Squares Square Regression 27.649 6.912 244.368 Residual 4.950 175 028 Total 32.599 179 a Dependent Variable: QD b Predictors: (Constant), RR, KT, QT, CS Sig .000b xxi Phụ lục 3: Báo cáo Ngân hàng Thanh Toán Quốc Tế (Bank for International settlements) Bảng 3.1 OTC single currency interest rate derivatives turnover by instrument and counterparty in April 2019, “net-net” basic, Total reported transactions in all currencies (Daily averages, in millions of US dollars)