Features of different asset types and extreme risk transmission during the COVID-19 crisis
Abstract Unlike the current extensive literature, which discusses which assets can avoid the risks caused by the COVID-19 pandemic, this study examines whether the characteristics of different assets affect the extreme risk transmission of the COVID-19 crisis. This study explores the effects of COVI...
Main Author: | I-Chun Tsai |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2024-02-01
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Series: | Financial Innovation |
Subjects: | |
Online Access: | https://doi.org/10.1186/s40854-023-00510-5 |
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