Network Effects and Characteristics of Cross-Industrial Tail Risk Spillover in China

Table 1

The distributions of the absolute value of PSC for risk accumulation.

Quartiles
The absolute value of the PSC	50%	90%	95%	97.50%	99%	Maximum
	0.124362	0.291909	0.323202	0.376626	0.428884	0.566802
	0.117153	0.289620	0.328238	0.380161	0.468751	0.643701
	0.043272	0.144979	0.170733	0.199930	0.228674	0.287758