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

Table 3

Uncertainty of international economic policy and static time-domain spillover index of Shanghai composite index.

	SSEC	China	HK	US	UK	Australia	FROM
SSEC	94.62	1.79	0.5	1.35	0.39	1.34	0.9
China	0.45	61.93	6.03	9.9	12.57	9.12	6.35
HK	1.71	10.96	70.15	4.53	4.24	8.41	4.97
US	0.45	8.52	3.54	47.43	15.51	24.54	8.76
UK	0.2	11.07	4.25	12.89	53.94	17.65	7.68
Australia	0.86	2.87	4.25	16.26	17.24	58.52	6.91
TO	0.61	5.87	3.09	7.49	8.33	10.18	35.57