Fig. 6From: Liquidity connectedness in cryptocurrency marketRolling-window based total return spillover index based on the BK approach. Note: 200 days rolling window, lag order 12 based on AIC. Short-run (0–5 days) is in red color; medium-run (6–56 days) is in blue color; long-run (more than 56 days) in black colorBack to article page