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This paper investigates the impact of the pandemic on the Vietnamese stock market (VNX). Historically, pandemics have often caused major disruptions to the economies of many countries, and stock markets are quick to reflect these impacts. The pandemic has created major challenges for the VNX, even though Vietnam has successfully controlled the pandemic. This paper uses the Vector Autoregression (VAR) method to quantify the impact of on the VNX. The VAR model is used to analyze the dynamic interactions between time series variables.
Nội dung trích xuất từ tài liệu:
Impact of the pandemic shock on the Vietnamese stock market and policy implications
