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

Table 2

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

Quartiles
The absolute value of the PSC	50%	90%	95%	97.50%	99%	Maximum
	0.125615	0.313493	0.365495	0.435755	0.500213	0.592619
	0.118030	0.293803	0.376495	0.436253	0.503897	0.626567
	0.042004	0.109430	0.143421	0.177084	0.230884	0.324330