Fig. 10From: Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock marketsRelative tail dependence \(\left({TCI}_{\tau =0.95}-{TCI}_{\tau =0.05}\right).\) Notes: This figure shows relative tail dependence calculated as the difference between the TCI at the 95th quantile and the 5th quantile. The negative (positive) value indicates a strong dependence on the lower (upper) quantileBack to article page