Research Article
Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty
Table 9
International EPU and static medium-term (4–12 months) spillover index of HSI.
| | HSI | China | HK | US | UK | Australia | FROM_ABS | FROM_WTH |
| HSI | 8.04 | 0.03 | 0.37 | 0.6 | 0.42 | 0.67 | 0.35 | 3.46 | China | 0.02 | 3.37 | 0.13 | 0.16 | 0.11 | 0.14 | 0.09 | 0.91 | HK | 0.59 | 0.36 | 13.99 | 0.6 | 0.15 | 1.44 | 0.52 | 5.17 | US | 0.57 | 0.07 | 0.2 | 6.77 | 1.01 | 2.1 | 0.66 | 6.5 | UK | 0.31 | 0.04 | 0.13 | 0.78 | 5.59 | 1.09 | 0.39 | 3.89 | Australia | 0.62 | 0.08 | 0.42 | 1.46 | 1.3 | 6.99 | 0.65 | 6.39 | TO_ABS | 0.35 | 0.1 | 0.21 | 0.6 | 0.5 | 0.91 | 2.66 | | TO_WTH | 3.48 | 0.95 | 2.07 | 5.92 | 4.92 | 8.97 | | 26.31 |
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