Asymmetric thresholds of macroeconomic volatility's impact on stock volatility in developing economies : a study in Vietnam

Lien Thi Nguyen, Minh Thi Nguyen, The Manh Nguyen

Year of publication:	2024
Authors:	Nguyen, Lien Thi ; Minh Thi Nguyen ; Nguyen, The Manh
Published in:	Journal of economics & development : JED. - Bingley, United Kingdom : Emerald Publishing, ISSN 2632-5330, ZDB-ID 2913341-5. - Vol. 26.2024, 3, p. 224-235
Subject:	Asymmetric threshold \| COVID-19 pandemic \| EGARCH \| Macroeconomic volatility \| Stock market volatility \| Volatilität \| Volatility \| Coronavirus \| Börsenkurs \| Share price \| Vietnam \| Viet Nam \| Schätzung \| Estimation \| ARCH-Modell \| ARCH model \| Aktienmarkt \| Stock market \| Konjunktur \| Business cycle \| Wirkungsanalyse \| Impact assessment

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