Fig. 6From: Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spilloversNetwork visualizations for quantile level spillovers at lower (\(\tau\) = 0.05) and upper (\(\tau\) = 0.95) tails of the return distributions. a \(\tau\) = 0.05, b \(\tau\) = 0.95. Note. See notes to Fig. 3Back to article page