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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/55251
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dc.contributor.authorPhan Dinh Anh-
dc.contributor.otherNguyen Hoa Nhan-
dc.date.accessioned2017-09-14T11:02:19Z-
dc.date.available2017-09-14T11:02:19Z-
dc.date.issued2013-
dc.identifier.issn1859 -1124-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/55251-
dc.identifier.urihttp://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=74b20841-5ad5-4ca4-a2a0-513f3dd01423-
dc.description.abstractThis paper explores correlation between growth of stock market and economic growth in Vietnam by examining causal relationship between VN-Index and the GDP. The results show that there is no evidence of a causal relation between VN-Index and economic growth. This finding allows several implications of restructuring of the Vietnamese economy.\r\n-
dc.formatPortable Document Format (PDF)-
dc.publisherTrường Đại học Kinh tế Tp. Hồ Chí Minh-
dc.relation.ispartofJournal of Economic Development-
dc.relation.ispartofseriesJED, No. 217-
dc.subjectDefault risk-
dc.subjectRisk measurement-
dc.subjectListed companies-
dc.subjectCombined model-
dc.titleCombining option approach with logistic regression analysis to measure default risk of listed companies on Vietnamese stock market-
dc.typeJournal Article-
dc.relation.referenceBlack, F. & M. Sholes (1973), “The Pricing of Options and Corporate Liabilities”, Journal of Political Economy, Vol.81, pp.637-659.-
dc.relation.referenceBùi Phúc Trung (2011), “Ứng dụng phương pháp thống kê xây dựng mô hình xếp hạng tín dụng cho các doanh nghiệp nêm yết trên thị trường chứng khoán Việt Nam”, Phát triển kinh tế (March 2011).-
dc.relation.referenceCharitou, A. & L. Trigeorgis (2004), “Explaining Bankruptcy Using Option Theory\", University of Cyprus, working paper.-
dc.relation.referenceCrosbie, P. & J. Bohn (2003), “Modelling Default Risk”, published by Moody’s KMV company.-
dc.relation.referenceMerton, R.C. (1974), “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates”, Journal of Finance, Vol.29 (2).-
dc.relation.referencePapanastasopoulos, G. (2006), “Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms about Rating Migrations and Defaults\", MPRA Paper No. 453.-
dc.relation.referenceVassalou, M. & Y. Xing (2004), “Default Risk in Equity Returns”, Journal of Finance, Vol.59(2), pp.861-868.-
dc.identifier.doihttp://doi.org/10.24311/jed/2013.217.04-
dc.format.firstpage92-
dc.format.lastpage109-
item.cerifentitytypePublications-
item.fulltextOnly abstracts-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeJournal Article-
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