The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam

This study is devoted to investigating the asymmetric effects of oil prices on stock returns for Hanoi Stock Exchange (HNX). The data used in this study are weekly series of HNX-Index, WTI crude oil prices and geopolitical risks (GPRs) Index covering the period from January 2, 2010 to December 31,...

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Bibliographic Details
Main Authors: Loc Dong Truong, Anh Thi Kim Nguyen, H. Swint Friday, Nhien Tuyet Doan
Format: Article
Language:English
Published: EconJournals 2024-09-01
Series:International Journal of Energy Economics and Policy
Subjects:
Online Access:http://econjournals.com/index.php/ijeep/article/view/16672