Market volatility and spillover across 24 sectors in Vietnam

While market volatility and volatility connectedness across different financial markets have been examined, the spillover effects across sectors have been under-examined. As such, this study aims to examine market volatility and the volatility patterns for 24 Vietnamese sectors. Our study uses the A...

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Bibliographic Details

Published in:	Cogent Economics & Finance
Main Authors:	Hung Quang Bui, Thao Tran, Toan Tan Pham, Hung Le-Phuc Nguyen, Duc Hong Vo
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2022-12-01
Subjects:	Volatility spillover ARMA-GARCH VAR Vietnamese sectors
Online Access:	https://www.tandfonline.com/doi/10.1080/23322039.2022.2122188