Cargando…
Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic
The study aims to investigate the tail dependence between Chinese stock market and Vietnamese stock market in the context of the Covid-19 pandemic. Using the data on the Ho Chi Minh City Stock Exchange (VNI) and the Shanghai Stock Exchange (SSEC) representing for Vietnam and China stock markets, the...
Autores principales: | Nguyen, Van Chien, Nguyen, Thu Thuy |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9568281/ https://www.ncbi.nlm.nih.gov/pubmed/36267376 http://dx.doi.org/10.1016/j.heliyon.2022.e11090 |
Ejemplares similares
-
Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
por: Vuong, Giang Thi Huong, et al.
Publicado: (2022) -
Does the financial flexibility prevent stock price crash risk during COVID-19 crisis? Evidence from the Vietnamese stock market
por: Nguyen, Quang Khai, et al.
Publicado: (2023) -
Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets
por: Zeng, Qing, et al.
Publicado: (2022) -
Covid-19 vaccine approvals and stock market returns: The case of Chinese stocks
por: Ho, Ken C., et al.
Publicado: (2022) -
Regional analytics and forecasting for most affected stock markets: The case of GCC stock markets during COVID-19 pandemic
por: Alkhatib, Khalid, et al.
Publicado: (2021)