Research Article
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 |
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