Asymmetric Risk Spillover Networks and Risk Contagion Driver in Chinese Financial Markets: The Perspective of Economic Policy Uncertainty

Table 5

Estimation results of regression.

	(1)	(2)	(3)
CEPU	0.0058		0.0058
CPI		0.2370	0.3378
CSI 300 turnover rate		−1.2281	−0.8497
Industrial value added		−0.1038	−0.1130
CSI 300 PE ratio		−0.6000	−0.5929
Treasury term spread		5.5265	5.6745
C	3.36E − 12	2.94E − 12	2.8E − 12
R-squared	0.0250	0.1869	0.2112
Adjusted R^2	0.0188	0.1601	0.1799

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