Please use this identifier to cite or link to this item: https://dspace.ctu.edu.vn/jspui/handle/123456789/4266
Title: The Impact of World Crude Oil Prices on The Vietnamese Stock Market
Authors: Huỳnh, Việt Khải
Phan, Thị Ánh Nguyệt
Le, Minh Sang
Keywords: ARDL model
Stock return
Oil prices
Vietnam stock prices
Issue Date: 2017
Series/Report no.: Southeast Asia Review of Economics and Business;1 .- p.106-115
Abstract: This paper reports the impact of world crude oil prices on the Vietnamese stock market from March 2006 to June 2015 using the autoregressive-distributed lag (ARDL) model. Results indicate a positive short-term impact, but a negative long-run impact. Furthermore, results indicate that the economic crisis affected the relationship between the crude oil prices and the Vietnamese stock market index only in the short-run.
URI: http://dspace.ctu.edu.vn/jspui/handle/123456789/4266
ISSN: 2472-9299
Appears in Collections:Tạp chí quốc tế

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