Return spillover of Vietnam's sectors in response to US uncertainties
This paper investigates the impact of US economic policy uncertainty and geopolitical risk on the return spillovers among 24 sectors in Vietnam from April 13, 2017, to April 8, 2022. The VAR-based connectedness approach and quantile techniques are employed in this study. Empirical results from the s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-02-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844024011745 |