The impact of geopolitical risk on financial assets: Evidence from time-varying parameter var
Số trang: 11
Loại file: pdf
Dung lượng: 1.41 MB
Lượt xem: 21
Lượt tải: 0
Xem trước 2 trang đầu tiên của tài liệu này:
Thông tin tài liệu:
Geopolitical events are expected to affect all countries, asset classes, and sectors. Vietnam is a large open economy, actively participating in a vast network of free trade agreements. This study will give a better overview of the relationship between GPR and stock return’s spillover in the Vietnamese stock market considering data from a variety of industries.
Nội dung trích xuất từ tài liệu:
The impact of geopolitical risk on financial assets: Evidence from time-varying parameter var
Nội dung trích xuất từ tài liệu:
The impact of geopolitical risk on financial assets: Evidence from time-varying parameter var
Tìm kiếm theo từ khóa liên quan:
Geopolitical risk Geopolitical events Time-Varying Parameter Vector Autoregression Vast network Free trade agreement Stock market returnsTài liệu liên quan:
-
4 trang 104 0 0
-
Vietnamese commercial banks in globalization context: Opportunities, challenges and recommendations
11 trang 32 0 0 -
Taxation law system in Viet Nam under the influence of free trading agreements
5 trang 32 0 0 -
Stock prices reaction to oil price fluctuations: Empirical evidence from Nigeria
8 trang 24 0 0 -
Looking back at Vietnam's exports to Korea after 5 years of implementation of VKFTA
6 trang 19 0 0 -
Impacts of Comprehensive and Progressive Agreement for trans pacific partnership on Vietnam
12 trang 18 0 0 -
The dynamic co-movements between oil and stock market returns in: The case of GCC countries
11 trang 16 0 0 -
6 trang 15 0 0
-
Oil rent, geopolitical risk and banking sector performance
10 trang 14 0 0 -
Oil price shocks and stock market returns
6 trang 11 0 0