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https://digital.lib.ueh.edu.vn/handle/UEH/55254Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Tran Phuong Thao | - |
| dc.contributor.other | Phan Chung Thuy | - |
| dc.date.accessioned | 2017-09-14T11:02:20Z | - |
| dc.date.available | 2017-09-14T11:02:20Z | - |
| dc.date.issued | 2015 | - |
| dc.identifier.issn | 1859 -1124 | - |
| dc.identifier.uri | http://digital.lib.ueh.edu.vn/handle/UEH/55254 | - |
| dc.identifier.uri | http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=c9203af0-4a3e-44d8-b41c-5a5f83edb60e | - |
| dc.description.abstract | 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 (overnight rate and exchange rate). Data are collected on a daily basis from Jan. 5, 2006 to March 31, 2014. The research found evidence of volatility of returns through the two indexes and two instruments, but it detected no relationship between the volatilities of these instruments and the stock indexes. Additionally, the research confirms the role of VN-Index as a market maker over HNX-Index. | - |
| dc.format | Portable Document Format (PDF) | - |
| dc.publisher | Trường Đại học Kinh tế Tp. Hồ Chí Minh | - |
| dc.relation.ispartof | Journal of Economic Development | - |
| dc.relation.ispartofseries | JED, Vol.22(1) | - |
| dc.subject | Stock exchange | - |
| dc.subject | Conditional volatility | - |
| dc.subject | Exchange rate | - |
| dc.subject | Interest rate | - |
| dc.subject | Monetary policy | - |
| dc.title | Relationship between volatilities of stock market and instruments of monetary policyin Vietnam | - |
| dc.type | Journal Article | - |
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| dc.identifier.doi | http://doi.org/10.24311/jed/2015.22.1.02 | - |
| dc.format.firstpage | 82 | - |
| dc.format.lastpage | 99 | - |
| item.fulltext | Only abstracts | - |
| item.openairetype | Journal Article | - |
| item.grantfulltext | none | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
| item.cerifentitytype | Publications | - |
| Appears in Collections: | JABES in English | |
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