regulations and policies, and vaccination-related vari‑ ables) on the risk of extreme volatility in asset returns across eight … 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 …

We propose a spatial approach for modeling risk spillovers using financial time-varying proximity matrices based on … observable networks. We show how these methods could be useful in (i) isolating risk channels, risk spreaders and risk receivers …, (ii) investigating the role of portfolio composition in risk transfer, and (iii) computing target exposure structures able …

We present evidence of differential effects of risk perception in the housing market. We use housing transaction data … near military bases to examine capitalization of potential military jet accident risk in house prices. We find that …