Causal Relations Between Macroeconomic Factors and Vietnamese Stock Market Returns: A Johansen Cointegration Test
The purpose of this dissertation is to determine whether the validation of crucial empirical results on causality relationships between stock returns and macroeconomic variables arising from advanced markets is still accurate when applying to developing ones, such as the Vietnamese market. The main...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2018
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| Online Access: | https://eprints.nottingham.ac.uk/54305/ |