Impacts of inflation on the Vietnamese stock market in economic turbulence

  • Nguyen Huu-Dung*
  • Le Viet Long
Từ khóa: economic crisis, inflation, stock return volatility, Vietnam stock market.

Tóm tắt

This study employs the GARCH model to examine how inflation affects the Vietnamese stock market. The analysis uses 2001-2022 data from the General Statistics Office and the Ho Chi Minh Stock Exchange (HoSE). This time frame encompasses various market cycles, including the recent financial crises, which alter the
characteristics of stock variance...

Tác giả

Nguyen Huu-Dung*

National Economics University, 207 Giai Phong Street, Dong Tam Ward, Hai Ba Trung District, Hanoi, Vietnam

Le Viet Long

Department for Investment, Thang Long Tobacco Company, 235 Nguyen Trai Street, Thuong Dinh Ward, Thanh Xuan District, Hanoi, Vietnam

điểm /   đánh giá
Phát hành ngày
2024-04-20
In ra
Số. 1D (2024): APRIL . VOLUME 66 NUMBER 1
Chuyên mục
ECONOMICS AND BUSINESS