Economic Policy Uncertainty and Conditional Dependence between China and U.S. Stock Markets

<div>Standardized residual series for the SSEC index and S&amp;P 500 index returns. (a) <i>z</i><sub>1<i>t</i></sub>. (b) <i>z</i><sub>2<i>t</i></sub>.</div>

Complexity

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Figure 3

Figure 3: Economic Policy Uncertainty and Conditional Dependence between China and U.S. Stock Markets 