3rd Vietnam International Conference in Finance (VICIF-2016) (PDF)
(Sprache: Englisch)
It has been more than 30 years since the 'open-door' economic policy and 16 years since the establishment of the first Vietnamese Stock Exchange. Still, little is known about Vietnamese financial markets. In recent years, the Vietnam Finance Association...
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It has been more than 30 years since the 'open-door' economic policy and 16 years since the establishment of the first Vietnamese Stock Exchange. Still, little is known about Vietnamese financial markets. In recent years, the Vietnam Finance Association International (VFAI), a UK-registered charity incorporated organization, in cooperation with some Vietnamese universities organize the annual Vietnam International Conference in Finance (VICIF) as a way to promote research quantity and quality in Vietnam. In the most recent meeting of 2016, VICIF, increasingly recognized locally and internationally by its quality, received a number of good quality papers on Vietnamese financial markets.This Special Issue in PAR is to recognize some good research from VICIF 2016 that make various contributions to the understanding of the financial markets in Vietnam. Walther analyses the conditional volatility of the two main stock indices of Vietnam, VN-Index and HNX-Index, using GARCH models. The author's analysis of the joint effects of asymmetry and long memory is to provide insights into the properties of the Vietnamese stock markets. The empirical findings are valuable to both researchers and practitioners in their risk management activities in Vietnam.
Bibliographische Angaben
- 2017, 132 Seiten, Englisch
- Herausgegeben: Nick Nguyen, Asheq Rahman, Rachel Baskerville
- Verlag: Emerald Publishing Limited
- ISBN-10: 1787148084
- ISBN-13: 9781787148086
- Erscheinungsdatum: 11.04.2017
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