Nguyen, Tho - In: Journal of Risk Finance 12 (2011) November, pp. 389-399
Purpose – The purpose of this paper is to investigate the spillover effect of the US macroeconomic news on the first … of the US macroeconomic news spillover effects on the VNI index. Findings – In general, the US real economic news has the …, the spillover effect of the US macroeconomic news is still significant. Research limitations/implications – The author …