Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk management avenue has got the attention of researchers. However, it is an immature asset class and requires gaps in current literature for future research directions. This...

The risk of recurrent outbreaks following the main waves of a pandemic has been acknowledged. We provide evidence of the scale and duration of this outbreak risk. We compile municipal public health records and use national data to model the stochastic process of mortality rates after the main...

Unlike the current extensive literature, which discusses which assets can avoid the risks caused by the COVID-19 pandemic, this study examines whether the char‑ acteristics of diferent assets afect the extreme risk transmission of the COVID-19 crisis. This study explores the efects of COVID-19...