Volatilities in the interdependence between stock market, bond market, and foreign exchange market in Vietnam : an empirical investigation
Year of publication: |
April 2017
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Authors: | Nguyen Khac Quoc Bao ; Bui Van Hoang |
Published in: |
Journal of economic development. - Hochiminh City : University of Economics Hochiminh City, ISSN 1859-1116, ZDB-ID 2869684-0. - Vol. 24.2017, 2, p. 51-73
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Subject: | Exchange rate | Stock market | Volatility shifts | Spillover effects | Volatilität | Volatility | Aktienmarkt | Wechselkurs | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Rentenmarkt | Bond market | Börsenkurs | Share price | Vietnam | Viet Nam | Japan | Schätzung | Estimation |
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