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 …-19 crisis. This study explores the efects of COVID-19 pandemic-related risk factors (i.e., pandemic severity, pandemic … regulations and policies, and vaccination-related vari‑ ables) on the risk of extreme volatility in asset returns across eight …