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

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