Narayan, Paresh Kumar; Rizvi, Syed Aun Raza; Sakti, Ali - In: Financial innovation : FIN 8 (2022), pp. 1-15
Faced with a persistent pandemic, investors are concerned about portfolio diversification. While the literature on COVID-19 has evolved impressively, limited work remains on diversification opportunities. We contribute to the literature by exploring the volatility and co-movement of different...