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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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File | Description | Size | Format | |
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_file_ | 876.01 kB | Adobe PDF | View/Open | |
Your IP: 18.191.28.200 |
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