Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010
Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010
UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAM FOR M.A IN DEVELOPMENT Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010 ECONOMICSICREDIT GROWTH, MACROECONOMICFACTORS AND STOCK PERFORMANCE: THE CASE OF HOSE 2002-2010A thesis submitted in partial fulfillment of the requirements for the degree of MASTER OF ARTS IN DEVELOPMENT ECONOMICSByNGUYEN THI NGOC HANAcademic supervisorsDr. PHAM HOANG VAN Dr. NGUYEN TRONG HOAIHO C Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010HI MINH CITY, MARCH 2011iTABLE OF CONTENT1INTRODUCTION---------------------------------------------42LITERATURE REVIEW:-------------------------------Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010
-------102.1KEY CONCEPTS-------------------------------------------102.2THEORETICAL LITERATURE---------------------------------112.3EMPIRICAL LITERATUUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAM FOR M.A IN DEVELOPMENT Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010------263.2DATA DESCRIPTION---------------------------------------353.3DATA ANALYSIS------------------------------------------37•.4. RESULT ANALYSIS:-------------------------------------------414.1DESCRIPTIVE ANALYSIS--------------------------------------4114.2 STATIONARY PROPERTY OF TIME-SERIES DAT Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010A-------------------444.3BIVARITATE RELATIONSHIPS: EG APPROACH & GRANGER CAUSALITY-454.4MULTIVARIATE RELATIONSHIP: JJ PROCEDURE, VECM, VARIANCEDECOMPOLuận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010
SI TION & IMPULSE RESPONSE FUNCTIONS—------------485CONCLUSION AND POLICY RECOMMENDATIONS:------------------575.1RESEARCH FINDINGS--------------------UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAM FOR M.A IN DEVELOPMENT Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010S----------------------------------------------617APPENDIX------------------------------------------------642ABSTRACTThe paper analyzes the dynamic interactions among credit growth, some fundamental macroeconomic factors (exchange rate, inflation, industrial production, interest rate, gold price) an Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010d the performance of Vietnam Ho Chi Minh Stock Exchange using time series econometrics of cointegration and causality tests. In the analysis, we exploLuận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010
re further with VAR-based variance decomposition and impulse response functions to capture the direct and indirect effects of innovations in one variaUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAM FOR M.A IN DEVELOPMENT Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010study period before any reverse trend occurs. And then it will still remain the sign in longer term. However, it seems no significant evidence to prove the positive short-run impact of credit rate on stock price increase. So Interest subsidy policy after global crisis (2008) is not the major reason Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010to rescue equity market. In addition, the variation of key variables including interest rate, inflation and exchange rate has significant impacts on sLuận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010
tock volatility in long run. One important policy implication is that authorities should be cautious in implementing monetary policies exposed to inflUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAM FOR M.A IN DEVELOPMENT Luận văn thạc sĩ UEH credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010mance and Impulse Response Function.UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAM FOR M.A IN DEVELOPMENTGọi ngay
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