Research Article
Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty
Table 4
International EPU and static time-domain spillover index of HSI.
| ā | HSI | China | HK | US | UK | Australia | FROM |
| HSI | 83.55 | 0.72 | 1.52 | 5.73 | 3.72 | 4.76 | 2.74 | China | 1.91 | 59.52 | 6.06 | 9.67 | 13.15 | 9.69 | 6.75 | HK | 2.34 | 10.96 | 69.01 | 4.02 | 4.27 | 9.39 | 5.16 | US | 7.11 | 8.82 | 3.24 | 43.83 | 15.2 | 21.79 | 9.36 | UK | 4.36 | 11.22 | 4.28 | 11.87 | 51.12 | 17.15 | 8.15 | Australia | 8.93 | 3.49 | 4.19 | 14.92 | 16.75 | 51.72 | 8.05 | TO | 4.11 | 5.87 | 3.22 | 7.7 | 8.85 | 10.46 | 40.21 |
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