Narrow search
Showing 1 - 10 of 2,648
Cover Image
The risk-return trade-off in a liberalized emerging stock market : evidence from Vietnam
Fang, Kuangnan; Wu, Ji; Nguyen, Cuong - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 746-763
Persistent link: https://www.econbiz.de/10011764554
Cover Image
Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors
Duc Vo Hong; Hung Le‑Phuc Nguyen - In: Financial innovation : FIN 10 (2024), pp. 1-29
macroeco‑ nomic indicators on market risk across 24 sectors in Vietnam from 2012 to 2022. We use the value-at-risk (VaR … distribution lag (NARDL) model. Our results confrm that Vietnam's market risk increases rapidly in response to extreme events …Global economic downturns and multiple extreme events threaten Vietnam's economy, leading to a surge in stock market …
Persistent link: https://www.econbiz.de/10014540590
Cover Image
Abnormal returns and idiosyncratic volatility puzzle : an empirical investigation in Vietnam stock market
Xuan Vinh Vo; Van Phong Vo; Thanh Phuc Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-25
conditional alpha sub-samples in Vietnam stock market covering the period from January 2008 to December 2018. We test the IVOL …
Persistent link: https://www.econbiz.de/10012219258
Cover Image
Assessing the relationship of perceived risks with destination image and destination loyalty : a tourist's perspective visiting volatile destinations
Najar, Ashaq Hussain; Rather, Ab Hamid - In: Journal of hospitality and tourism insights 6 (2023) 3, pp. 1357-1379
Persistent link: https://www.econbiz.de/10014364018
Cover Image
A study on price volatility in the aquaculture market using value-at-Risk (VaR)
Dahl, Roy Endré - In: Aquaculture economics & management : official journal … 21 (2017) 1, pp. 125-143
Persistent link: https://www.econbiz.de/10011714873
Cover Image
Price volatility dynamics in aquaculture fish markets
Dahl, Roy Endré; Yahya, Muhammad - In: Aquaculture economics & management : official journal … 23 (2019) 3, pp. 321-340
Persistent link: https://www.econbiz.de/10012206454
Cover Image
Volatility spillover in aquaculture and fisheries markets
Dahl, Roy Endré; Jonsson, Erlendur - In: Aquaculture economics & management : official journal … 22 (2018) 3, pp. 318-341
Persistent link: https://www.econbiz.de/10011997289
Cover Image
Fish price volatility dynamics in Bangladesh
Deb, Prokash; Dey, Madan M.; Surathkal, Prasanna - In: Aquaculture economics & management : official journal … 26 (2022) 4, pp. 462-482
Persistent link: https://www.econbiz.de/10013493214
Cover Image
Using external financing in a one factor model measuring the volatility of market risk of Vietnam's banking industry during and after the global crisis
Dinh Tran Ngoc Huy - In: Journal of central banking theory and practice 8 (2019) 2, pp. 173-187
This paper evaluates the impact of external financing on market risk for the listed firms in Vietnam's banking industry … estimate asset and equity beta of total 9 listed companies in Vietnam banking industry with a proper traditional model, we … changing leverage (in 2011 financial reports, 30% up and 20% down), we recognized that the risk level, measured by equity and …
Persistent link: https://www.econbiz.de/10012016841
Cover Image
The volatility of market risk in Viet Nam listed public utilities company groups during and after the financial crisis 2007-2009
Dinh Tran Ngoc Huy - In: The economic journal of Nepal : a quarterly publication … 38 (2015) 3/4, pp. 134-147
Persistent link: https://www.econbiz.de/10012167201