Fig. 4From: Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock marketsCross-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 mapsBack to article page