Research Article
Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty
Table 7
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 | 67.62 | 1.52 | 0.44 | 0.93 | 0.32 | 0.83 | 0.67 | 0.92 | China | 0.26 | 49.11 | 5.81 | 9.65 | 12.43 | 8.83 | 6.16 | 8.47 | HK | 1.43 | 10.16 | 30.98 | 3.08 | 3.89 | 5.88 | 4.07 | 5.6 | US | 0.17 | 8.2 | 2.93 | 27.92 | 13.02 | 20.13 | 7.41 | 10.18 | UK | 0.18 | 10.92 | 4.05 | 10.93 | 38.83 | 15.27 | 6.89 | 9.47 | Australia | 0.51 | 2.75 | 3.15 | 12.31 | 14.1 | 38.21 | 5.47 | 7.51 | TO_ABS | 0.43 | 5.59 | 2.73 | 6.15 | 7.29 | 8.49 | 30.68 | | TO_WTH | 0.58 | 7.68 | 3.75 | 8.45 | 10.02 | 11.66 | | 42.15 |
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