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Sectoral volatility spillovers and their determinants in Vietnam
Using the vector autoregression (VAR) connectedness approach, this paper investigates dynamic volatility spillovers across 14 sectors in Vietnam’s stock market over the period 2012–2021. The study also explores the differences in sectoral spillovers before and after the outbreak of Covid-19 pandemic...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9525928/ http://dx.doi.org/10.1007/s10644-022-09446-9 |