Summary of liquidity spillovers in all the sectors for the entire period.

The forecast horizon is H = 30. The optimal lag order is determined by the AIC. Notes: TSI = total spillover index in (6); FROM = DSi⋅(H) in (7), total liquidity spillovers received by the i-th sector from all other sectors; TO = DS⋅i(H) in (8), total liquidity spillovers transmitted by the i-th sector to all other sectors; TO (own) = total liquidity spillovers generated by the i-th sector, including the contribution of its own; NET = NSi(H) in (9), net spillovers (the difference between transmitted liquidity shocks and received liquidity shocks).