Economic Policy Uncertainty and Conditional Dependence between China and U.S. Stock Markets

<div>Daily SSEC index and S&amp;P 500 index returns. (a) SSEC: return <i>r</i><sub>1,<i>t</i></sub>. (b) S&amp;P 500 return: <i>r</i><sub>2,<i>t</i></sub>.</div>

Complexity

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Figure 1

Figure 1: Economic Policy Uncertainty and Conditional Dependence between China and U.S. Stock Markets 