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VGU RESEARCH REPOSITORY


Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/1314
Title: How does Covid-19 influence Vietnamese stock market?
Authors: Do Hue Anh Thu 
Keywords: Vietnamese stock market;COVID-19;The spillover effects
Issue Date: 2020
Publisher: Vietnamese-German university
Abstract: 
This paper investigates the relationship between the Vietnamese stock market and the COVID- 19 pandemic. Also, this paper examines the spillover effects stemming from the COVID-19 status in the United States and China on the Vietnamese stock market. The study replicates the research conducted by (Al-Awadhi, Al-Saifi, Al-Awadhi & Alhamadi, 2020), but measuring the effect of COVID-19 by two proxies: the absolute value (the number of new COVID-19 confirmed cases) and the relative value (the daily growth of total COVID-19 confirmed cases) and two cases: with and without the lagged effects. Besides, the spillover effects are measured similarly with the two above proxies and the way of using lagged effects. According to the results, there is a significantly negative relationship between the Vietnamese stock market and the COVID-19 pandemic. As for the spillover effects, the Vietnamese stock market is influenced significantly in a positive way by the number of new confirmed cases in the United States, but no significant results found in China
URI(1): https://epub.vgu.edu.vn/handle/dlibvgu/1314
Rights: Attribution-NonCommercial 4.0 International
Appears in Collections:Finance & Accounting (FA)
Finance & Accounting (FA)

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