The Impact of Macroeconomic Variables on Stock Market: The Case of Vietnam
碩士 === 國立東華大學 === 財務金融學系 === 101 === This study examines the relationship between macroeconomic variables and Vietnamese stock market index using monthly data from 7/2000 to 9/2012. The augemented Dickey-Fuller test (ADF), Johansen cointegration test and Granger causality test are employed in the st...
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Format: | Others |
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2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/424vkw |