Relationship between volatilities of stock market and instruments of monetary policy in Vietnam
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Volatility of stock exchange and its determinants always attract the attention of investors, researchers and exchange authorities. The research estimates the volatility of Vietnam stock market by measuring the conditional volatility of VN-Index and HNX-Index, and explores the relationship between the volatility of stock exchanges and the volatility of two instruments of monetary policy.
Nội dung trích xuất từ tài liệu:
Relationship between volatilities of stock market and instruments of monetary policy in Vietnam
Nội dung trích xuất từ tài liệu:
Relationship between volatilities of stock market and instruments of monetary policy in Vietnam
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