Volatility spillover from the United States and Japanese stock markets to the Vietnamese stock market : a frequency domain approach
Year of publication: |
2021
|
---|---|
Authors: | Nghi, Le Dinh ; Nguyen Minh Kieu |
Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 68.2021, 1, p. 35-52
|
Subject: | Causality | Frequency domain | Spillover | Volatility | USA | United States | Japan | Volatilität | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Vietnam | Viet Nam | ARCH-Modell | ARCH model |
-
Tran Mong Uyen Ngan, (2016)
-
Thangamuthu, Mohanasundaram, (2022)
-
The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-chiang, (2020)
- More ...
-
Effects of specific banking factors on credit risk of Vietnam's Commercial Banks
Nguyen Thi Ngoc Diep, (2015)
-
Nguyen Minh Kieu, (2021)
- More ...