[HTML][HTML] Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 …

S Kumar, R Jain, F Balli, M Billah - International Review of Economics & …, 2023 - Elsevier
Economic and political disorders have multidimensional impacts on all economies around
the world. The global world has faced out COVID-19 pandemic in 2020, and now the …

The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing

N Mirza, SKA Rizvi, I Saba, B Naqvi… - International Review of …, 2022 - Elsevier
This paper analyses the risk-adjusted performance of Islamic and conventional equity funds
during the COVID-19 pandemic. We show that Islamic equity funds demonstrated …

Resilience of organizations in the construction industry in the face of COVID-19 disturbances: Dynamic capabilities perspective

YY Chih, CYL Hsiao, A Zolghadr… - Journal of management …, 2022 - ascelibrary.org
The construction industry has been significantly impacted by the economic, financial, and
operational consequences of the COVID-19 pandemic. Because the pandemic continues to …

The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach

X **ng, Z Xu, Y Chen, WP Ouyang, J Deng… - Finance Research Letters, 2023 - Elsevier
This paper explores the impact of the Russia–Ukraine conflict on the risk transmission of
energy subsector stocks in China. Risk spillovers are quantified by the Diebold and Yilmaz …

Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events

CYL Hsiao, YB Chiu - Journal of International Money and Finance, 2024 - Elsevier
In this study, we contribute to the existing literature on Brent Crude oil and BRICS stock
markets by introducing a novel approach for testing financial market contagion, known as …

Revisit the impact of exchange rate on stock market returns during the pandemic period

HW Chang, T Chang, MC Wang - The North American Journal of …, 2024 - Elsevier
This study revisits the Grange causality between the Taiwan stock exchange weighted index
and new Taiwan dollars by exploiting a novel approach, cross-quantilogram from January …

Brace for another crisis: Empirical evidence from US construction industry and firm performance during and after 2007–2009 global financial crisis

YY Chih, CYL Hsiao - Journal of management in engineering, 2023 - ascelibrary.org
Despite the strong connection between the construction industry and the economy, very little
is known about how a nation's prevailing economic conditions affect the construction …

[HTML][HTML] Higher-order contagion effects in Russian fuel export markets: Evidence from COVID-19 pandemic and Russia-Ukraine war

JY Xue, CYL Hsiao, P Li, CM Chui - Energy Strategy Reviews, 2024 - Elsevier
This study investigates the transmission of financial contagion from energy markets,
specifically focusing on Brent oil and natural gas, to the stock indices of 13 countries highly …

Interconnectedness in the FOREX market during the high inflation regime: A network analysis

S Ahmed, M Akhtaruzzaman, V Le, T Nath… - … in International Business …, 2024 - Elsevier
Our study employs network analysis to examine the interconnectedness in the Foreign
Exchange market, focusing on 18 key currencies from both advanced and emerging markets …

[HTML][HTML] Revisiting the Currency-Commodity Nexus: New Insights into the R2 Decomposed Connectedness and the Role of Global Shocks

J Huang, H Li, B Chen, M Liu, C An, X **a - International Review of …, 2025 - Elsevier
In this study, we incorporate the novel R 2 decomposed connectedness and event-driven
statistical analysis to empirically investigate the dynamic return and volatility connectedness …