This paper used the K-plot and the Chi-plot to investigate the relationship between the Vietnamese stock market and other stock markets in Asia, Europe and the US. The two non-parametric methods are able to show whether or not dependence exists between the Vietnamese stock market and other stock...

The paper applies non-parametric methods of Chi-plots and Kendall (K)-plots and three different copula functions to empirically examine the tail dependence between the U.S. stock market and stock markets in Vietnam and China in order to test contagion effect after the U.S. subprime mortgage...

The paper's purpose is to investigate dynamics of the Vietnamese stock market with other stocks markets around the world since understanding the linkages is important for assessing investment and managing financial risk. To this end, we employed a structural Vector Autoregression (VAR) model to...

Motivated by Huang et al.'s (2013) recent arguments, we empirically examine the risk-return tradeoff in a liberalized emerging stock market, Vietnam during 2007 to 2014. We find that: i) neither realized idiosyncratic volatility nor conditional idiosyncratic volatility has been priced; ii) both the...