{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,14]],"date-time":"2026-04-14T14:47:56Z","timestamp":1776178076872,"version":"3.50.1"},"reference-count":28,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2022,1,7]],"date-time":"2022-01-07T00:00:00Z","timestamp":1641513600000},"content-version":"vor","delay-in-days":6,"URL":"http:\/\/creativecommons.org\/licenses\/by\/4.0\/"},{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/doi.wiley.com\/10.1002\/tdm_license_1.1"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["71971001"],"award-info":[{"award-number":["71971001"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100009558","name":"University Natural Science Research Project of Anhui Province","doi-asserted-by":"publisher","award":["KJ2019A0659"],"award-info":[{"award-number":["KJ2019A0659"]}],"id":[{"id":"10.13039\/501100009558","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100002729","name":"Anhui University","doi-asserted-by":"publisher","award":["GXXT-2021-078"],"award-info":[{"award-number":["GXXT-2021-078"]}],"id":[{"id":"10.13039\/501100002729","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100020435","name":"Anhui University of Finance and Economics","doi-asserted-by":"publisher","award":["ACYC2020123"],"award-info":[{"award-number":["ACYC2020123"]}],"id":[{"id":"10.13039\/501100020435","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["Complexity"],"published-print":{"date-parts":[[2022,1]]},"abstract":"<jats:p>\n                    In this paper, we investigate the impact of economic policy uncertainty (EPU) on the conditional dependence between China and U.S. stock markets by employing the Copula\u2010mixed\u2010data sampling (Copula\u2010MIDAS) framework. In the case of EPU, we consider the global EPU (GEPU), the American EPU (AEPU), and the China EPU (CEPU). The empirical analysis based on the Shanghai Stock Exchange Composite (SSEC) index in China and the S&amp;P 500 index in the U.S. shows that the tail dependence between China and U.S. stock markets is symmetrical, and the\n                    <jats:italic>t<\/jats:italic>\n                    Copula outperforms alternative Copulas in terms of in\u2010sample goodness of fit. In particular, we find that the\n                    <jats:italic>t<\/jats:italic>\n                    Copula\u2010MIDAS model with EPU dominates the traditional time\u2010varying\n                    <jats:italic>t<\/jats:italic>\n                    Copula in terms of in\u2010sample fitting. Moreover, we observe that both the GEPU and AEPU have a significantly positive impact on the conditional dependence between China and U.S. stock markets, whereas CEPU has no significant impact. The tail dependence between China and U.S. stock markets exhibits an increasing trend, particularly in the recent years.\n                  <\/jats:p>","DOI":"10.1155\/2022\/8137932","type":"journal-article","created":{"date-parts":[[2022,1,7]],"date-time":"2022-01-07T12:20:34Z","timestamp":1641558034000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Economic Policy Uncertainty and Conditional Dependence between China and U.S. Stock 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