Duc Vo Hong; Nguyen, Hung Le-Phuc - In: Financial innovation : FIN 10 (2024), pp. 1-29
Global economic downturns and multiple extreme events threaten Vietnam's economy, leading to a surge in stock market risk and signifcant spillovers. This study investigates market risk spillovers and explores the asymmetric efects of macroeco‑ nomic indicators on market risk across 24 sectors...