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...

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Bibliographic Details
Main Author: I-Chun Tsai
Format: Article
Language:English
Published: SpringerOpen 2024-02-01
Series:Financial Innovation
Subjects:
Online Access:https://doi.org/10.1186/s40854-023-00510-5

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