The Relationship between Vietnamese Stock Market and its Major Trading Partners - Bivariate Asymmetric GARCH model
碩士 === 靜宜大學 === 財務金融研究所 === 96 === This study employs TECM with a bivariate GJR-GARCH model to examine the relationship between the Vietnamese stock market and its major trading partners, Taiwan, U.S., Japan, Singapore and China. The empirical results show that the stock price indices for four of th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22879748130199623832 |