Causal Relations Between Macroeconomic Factors and Vietnamese Stock Market Returns: A Johansen Cointegration Test

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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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Bibliographic Details
Main Author:	Nguyen, The Huy
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Subjects:	stock returns macroeconomic variables vector error correction model Johansen test cointegration vector causal relationship Vietnamese market.
Online Access:	https://eprints.nottingham.ac.uk/54305/

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