Asymmetric thresholds of macroeconomic volatility's impact on stock volatility in developing economies: a study in Vietnam
Purpose – This paper examines the impact of macroeconomic volatility on stock volatility, both under normal conditions and during the COVID-19 pandemic in Vietnam. Design/methodology/approach – We extend the existing Exponential Generalized Autoregressive Conditional Heteroskedasticity model by addi...
Wedi'i Gadw mewn:
| Prif Awduron: | , , |
|---|---|
| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
Emerald Publishing
2024-08-01
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| Cyfres: | Journal of Economics and Development |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.emerald.com/insight/content/doi/10.1108/JED-12-2023-0238/full/pdf |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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