The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex
The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex
MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYỀN TRÚC QUỲNHTHE IMPACT OF COVID-19 ON STOCKINDEX VO The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex OLATILITY: EMPIRICAL EVIDENCEFROM VIETNAM ON VNINDEXBACHELOR THESISFACULTY: FINANCE - BANKINGCODE: 7340201GUIDING TEACHER: DR. NGUYÊN MINH NHẠTHCMC, NOVEMBER 2021MINISTRY OF EDUCATION AND TRAININGSTATE BANK OF \TETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYỄN TRÚC QUỲNHTHE IMPACT OF COVID-19 ON ST The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex OCK INDEXVOLATILITY: EMPIRICAL EVIDENCE FROM VIETNAM ON VNTNDEXBACHELOR THESISFACULTY: FINANCE - BANKINGCODE: 7340201GUIDING TEACHER: DR. NGUYỀN MINHThe impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex
NHẤTHCMC, NOVEMBER 2021iABSTRACTCOVID-19 emerged to be a health crisis but its serious escalation forces human to face with challenges in all aspects.MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYỀN TRÚC QUỲNHTHE IMPACT OF COVID-19 ON STOCKINDEX VO The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex s which consists of stock markets. Since Vietnamese stock market definitely could not be an exception in this crisis, a deep insight in the influence of the pandemic on slock market volatility becomes essential.The present study tries to explore the impact of the Coronavirus pandemic on slock index The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex volatility in Vietnamese stock market through VNIndex volatility. To estimate the effect of the existence of COVID-19 on VNIndex. GARCII family modelsThe impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex
which arc known for their ability to model volatility arc cmloycd. Using these models, the asymmetric nature of stock returns and the volatility of sMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYỀN TRÚC QUỲNHTHE IMPACT OF COVID-19 ON STOCKINDEX VO The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex efore the emergence of the epidemic and one after that appearance. In this paper, the same approach is going to be applied. In order to capture the volatility, the author utilizes at the same rime the GARCH(1,1) and HGARCH(IJ) models for the prc-COVlD-19 era and the posted) VID-19 era as well. The r The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex esults of this study indicate that the pandemic has had a significant and positive impact on slock market volatility, which means it has caused higherThe impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex
volatility. In addition, the result also confirm the existence of leverage effect.iiDECLARATION OF AUTHENTICITYThis thesis with the topic “The impactMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYỀN TRÚC QUỲNHTHE IMPACT OF COVID-19 ON STOCKINDEX VO The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex There are no previously published contents or contents made by other authors except for the cited references which are from clear sources presented in the thesis. The author would like to be responsible for my commitment.I Io C hi Minh City. November 2021Student in chargeNguyền True QuỳnhiiiACKNOWL The impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex EDGEMENTSFirst and foremost, a complete study would not be done without any assistance. 1 would like to express my gratitude for the patience, supportThe impact of COVID 19 on stock index volatility empirical evidence from vietnam on VNIndex
, and academic advice of my supervisor. Dr. Nguyen Minh Nhật, without whom this thesis would surely not be possible.MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYỀN TRÚC QUỲNHTHE IMPACT OF COVID-19 ON STOCKINDEX VOMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYỀN TRÚC QUỲNHTHE IMPACT OF COVID-19 ON STOCKINDEX VOGọi ngay
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