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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Bibliographic Details
Main Author: Tran Trong Kien
Other Authors: Chieh-Tse Hou
Format: Others
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/424vkw