Connectedness of Vietnamese bank stock returns under the impact of the COVID-19 pandemic

The COVID-19 pandemic highlighted the sensitivity of connectedness among bank stock returns in Vietnam. The aim of this study is to examine the strength of this connectedness along with the effect of government lockdown policy and COVID-19 cases on the total connectedness index (TCI) of 16 listed ba...

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Bibliographic Details
Main Authors: Nguyen Phu Ha, Luong Tram Anh, Le Hong Thai
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2023-11-01
Series:Banks and Bank Systems
Subjects:
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/19206/BBS_2023_04_Ha.pdf