Research Article
Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty
Table 12
Uncertainty of international economic policy and static medium-term (4–12 months) spillover index of Shanghai composite index.
| | SSEC | China | HK | US | UK | Australia | FROM_ABS | FROM_WTH |
| SSEC | 24.22 | 0.12 | 0.07 | 0.42 | 0.08 | 0.47 | 0.19 | 0.95 | China | 0.04 | 4.82 | 0.15 | 0.32 | 0.19 | 0.2 | 0.15 | 0.74 | HK | 0.28 | 0.38 | 20.65 | 1.3 | 0.34 | 2.27 | 0.76 | 3.76 | US | 0.14 | 0.32 | 0.8 | 14.27 | 2.68 | 6.05 | 1.67 | 8.21 | UK | 0.03 | 0.12 | 0.41 | 1.79 | 11.27 | 2.62 | 0.83 | 4.09 | Australia | 0.3 | 0.06 | 0.95 | 3.97 | 3.46 | 16.18 | 1.46 | 7.18 | TO_ABS | 0.13 | 0.17 | 0.4 | 1.3 | 1.13 | 1.94 | 5.06 | | TO_WTH | 0.66 | 0.82 | 1.95 | 6.41 | 5.55 | 9.54 | | 24.92 |
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