Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty
Through the construction of wavelet coherence analysis and frequency-domain spillover framework, this paper makes a comparative study of the volatility spillover effects of international economic policy uncertainty (EPU) on China’s Shanghai and Hong Kong stock market from a time-frequency perspectiv...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2021-01-01
|
| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2021/5095467 |