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 …. Virtual and commodity assets do not exhibit extreme volatility induced by the COVID-19 pandemic. The energy market, including …