Market volatility and spillover across 24 sectors in Vietnam
While market volatility and volatility connectedness across different financial markets have been examined, the spillover effects across sectors have been under-examined. As such, this study aims to examine market volatility and the volatility patterns for 24 Vietnamese sectors. Our study uses the A...
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| Main Authors: | Hung Quang Bui, Thao Tran, Toan Tan Pham, Hung Le-Phuc Nguyen, Duc Hong Vo |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2022-12-01
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| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2022.2122188 |
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