Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty

Table 10

Uncertainty of international economic policy and static long-term (more than 12 months) spillover index of HSI.

	HSI	China	HK	US	UK	Australia	FROM_ABS	FROM_WTH
HSI	62.52	0.62	0.58	4.04	2.59	3.06	1.81	2.45
China	1.85	47.48	5.84	9.42	13.01	9.41	6.59	8.9
HK	0.9	10.24	30.42	2.47	3.91	6.5	4	5.41
US	5.83	8.51	2.74	26.73	13.03	18.08	8.03	10.85
UK	3.66	11.09	4.09	10.05	37.28	14.93	7.3	9.86
Australia	7.64	3.35	3.12	11.64	13.98	33.75	6.62	8.94
TO_ABS	3.31	5.64	2.73	6.27	7.75	8.66	34.36
TO_WTH	4.47	7.61	3.68	8.47	10.47	11.7		46.4