Tsai, I-Chun - In: Financial innovation : FIN 10 (2024), pp. 1-42
pandemic, this study examines whether the char‑ acteristics of diferent assets afect the extreme risk transmission of the COVID … systematic analysis of the relationship between the features of dif‑ ferent asset types and the efects of extreme risk … transmission during the COVID-19 crisis. The results show that diferent types of asset markets are afected by diferent risk factors …