Research Article
Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty
Table 13
Uncertainty of international economic policy and static long-term (more than 12 months) spillover index of Shanghai composite index.
| | SSEC | China | HK | US | UK | Australia | FROM_ABS | FROM_WTH |
| SSEC | 54.81 | 1.34 | 0.3 | 1.02 | 0.62 | 0.91 | 0.7 | 1.11 | China | 0.43 | 48.39 | 5.63 | 9.75 | 11.42 | 8.61 | 5.97 | 9.47 | HK | 1.15 | 9.66 | 25.11 | 2.47 | 2.99 | 4.85 | 3.52 | 5.58 | US | 0.08 | 8.38 | 2.43 | 20.9 | 11.05 | 16.89 | 6.47 | 10.26 | UK | 0.71 | 10.33 | 4.36 | 9.86 | 31.81 | 14.42 | 6.62 | 10.49 | Australia | 0.52 | 2.6 | 2.79 | 10.11 | 11.77 | 29.81 | 4.63 | 7.35 | TO_ABS | 0.48 | 5.38 | 2.59 | 5.54 | 6.31 | 7.61 | 27.91 | | TO_WTH | 0.77 | 8.54 | 4.1 | 8.78 | 10.01 | 12.07 | | 44.27 |
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