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

Table 8

Uncertainty of international economic policy and static short-term (0–3 months) spillover index of HSI.

	HSI	China	HK	US	UK	Australia	FROM_ABS	FROM_WTH
HSI	13	0.08	0.56	1.09	0.7	1.03	0.58	3.64
China	0.04	8.67	0.09	0.09	0.03	0.15	0.07	0.41
HK	0.85	0.36	24.61	0.95	0.22	1.45	0.64	4.03
US	0.71	0.23	0.3	10.33	1.16	1.61	0.67	4.23
UK	0.39	0.09	0.06	1.04	8.24	1.12	0.45	2.85
Australia	0.67	0.06	0.65	1.83	1.47	10.98	0.78	4.93
TO_ABS	0.44	0.14	0.28	0.83	0.6	0.89	3.18
TO_WTH	2.8	0.86	1.76	5.25	3.78	5.65		20.1