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Fig. 4 | Financial Innovation

Fig. 4

From: Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

Fig. 4

Cross-quantilogram heatmaps from BTC to other cryptocurrencies. Notes: This figure captures the cross-quantilogram dependence between cryptocurrencies for lags 1, 5, 22, and 66. Each cell in the heatmap corresponds to a cross-quantilogram for a specific pair of quantiles. The color scale at the bottom indicates the values of the cross-quantilograms. Any insignificant cross-quantilogram is set to 0, indicated with green in the heat maps

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