Impacts of inflation on the Vietnamese stock market in economic turbulence

• Tác giả: Viet Long Le, Huu-Dung Nguyen
• Ngôn ngữ: eng
• Thông tin xuất bản: VMOST Journal of Social Sciences and Humanities - D, 2024
• Mô tả vật lý: tr.16
• Bộ sưu tập: Báo, Tạp chí
• ID: 381202

Tóm tắt

This study employs the GARCH model to examine how inflation affects the Vietnamese stock market. The analysis uses 2001-2022 data from the General Statistics Office and the Ho Chi Minh Stock Exchange (HoSE). This time frame encompasses various market cycles, including the recent financial crises, which alter thecharacteristics of stock variance...