Hung Quang Bui; Thao Phuong Tran; Pham, Toan Tan; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20
While market volatility and volatility connectedness across different financial markets have been examined, the … spillover effects across sectors have been under-examined. As such, this study aims to examine market volatility and the … volatility patterns for 24 Vietnamese sectors. Our study uses the ARMA-GARCH estimation technique over the 2012-2021 period. The …