Fig. 2From: Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectednessVariation in the STV interconnectedness across various quantiles. Notes: The first panel reports the value of the total STV interconnectedness index at the τth conditional quantile. The remaining panels report the value of the net directional STV interconnectedness index at the τth conditional quantile. Note: Please refer to Fig. 1Back to article page