Wang, Kuan-Min; Lai, Hung-Cheng - In: Panoeconomicus 60 (2013) 4, pp. 473-497
This paper extends recent investigations into risk contagion effects on stock markets to the Vietnamese stock market … contagion test and Dungey et al.’s (2005) contagion test, we find contagion effects between the Vietnamese and four other … contagion riskin the Vietnamese stock market compared to the stock markets of China, Singapore, and the US. Finally, we show …