Interdependence of stock markets: evidence from Vietnam

Interdependence of stock markets: evidence from Vietnam

The study investigates the effect of spillovers regionally and worldwide on Vietnam’s stock market. The vector error correction model (VECM) is used to analyze the collected data from Bloomberg. Data include eight comparable stock market indices, namely DJI, NKY, SHCOMP, SET, MXSG, PCOMP, FBMKLCI, a...

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Bibliographic Details
Main Authors: Tran Thi Van Anh, Dao Hoang Tuan, Nguyen Thi Nhung
Format: Article
Language:English
Published: HDV INSER., JSC 2022-11-01
Series:Journal of International Economics and Management
Subjects:
interdependence
spillover effect
price co-movement
cross-border relationship
asean exchanges
stock market indices
Online Access:https://jiem.ftu.edu.vn/index.php/jiem/article/view/275

Internet

https://jiem.ftu.edu.vn/index.php/jiem/article/view/275

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