Duc Vo Hong; Nguyen, Hung Le-Phuc - In: Financial innovation : FIN 10 (2024), pp. 1-29
) technique and a vector autoregression (VAR) model to estimate market risks and their spillovers across Vietnamese sectors. We …. Additionally, market risks exhibit substantial inter-connectedness across the Vietnamese sectors. The Building Materials … these important fndings, implications focused on limiting market risks and their spillovers, along with sustainable …