Policy impacts on Vietnam stock markets: a case of anomalies and disequilibria 2000-2006
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More about this item
KeywordsGARCH; Vietnam; Emerging stock market; Policy Impacts.;
All these keywords.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2006-05-06 (Financial Markets)
- NEP-TRA-2006-05-06 (Transition Economics)
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