Fig. 11From: Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectednessComparison of dynamic STV and Kurtosis interconnectedness at different quantiles. Relative tail dependence is defined as the difference between the STV (Kurtosis) interconnectedness at the 95th quantile and the STV (Kurtosis) interconnectedness at the 5th quantile. Note: Please refer to Fig. 1Back to article page