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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/70284
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dc.contributor.authorHung Quang Bui-
dc.contributor.otherNguyet Thi Bich Phan-
dc.contributor.otherAnh Ngoc Quang Huynh-
dc.contributor.otherToan Luu Duc Huynh-
dc.date.accessioned2023-11-29T08:44:58Z-
dc.date.available2023-11-29T08:44:58Z-
dc.date.issued2023-
dc.identifier.issn0219-4775 (Print), 1793-6780 (Online)-
dc.identifier.urihttps://digital.lib.ueh.edu.vn/handle/UEH/70284-
dc.description.abstractThis paper studies how return connectedness exhibits potential linkages among 17 economies over a 20-year period starting in 2001. We obtained three main results by employing the dynamic connectedness approach, which is based on vector auto-regression (VAR), to calculate generalized forecast error decompositions. First, although the financial crisis (2007–2008) experienced a high level of connectedness, the spillover index spiked during the early stages of the COVID-19 outbreak. Second, the “return shock sender” is a community of countries that includes the United States, Australia, and European countries, while Vietnam is immune to financial linkages. Third, we discovered the predictive power of U.S. economic policy uncertainty and disease fear with market volatility for the Vietnamese return connectedness. As a result, our research identifies a range of relevant policies to mitigate spillover risks in the context of financial stability.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherWorld Scientific-
dc.relation.ispartofFluctuation and Noise Letters-
dc.relation.ispartofseriesVol. 22, No. 4-
dc.rightsWorld Scientific-
dc.subjectStock market interconnectednessen
dc.subjectFinancial stabilityen
dc.titleA Network Analysis of Return Connectedness in Financial Stability: Insights into Disease and Economic Policy Uncertaintiesen
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.1142/S0219477523400023-
ueh.JournalRankingScopus-
item.cerifentitytypePublications-
item.languageiso639-1en-
item.openairetypeJournal Article-
item.grantfulltextnone-
item.fulltextOnly abstracts-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
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