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Co integration and causality analysis between the market capitalizations and their determinates in vietnam

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Nội dung chi tiết: Co integration and causality analysis between the market capitalizations and their determinates in vietnam

Co integration and causality analysis between the market capitalizations and their determinates in vietnam

®OUMOPEN UMVWSTV MALAYSIARESEARCH PROJECT (BMBR5103)CO-INTEGRATION AND CAUSALITY ANALYSIS BETWEEN THE MARKET CAPITALIZA TIONS AND THEIR DETER MIN A TE

Co integration and causality analysis between the market capitalizations and their determinates in vietnam ES IN VIETNAM1Ù1ŨẰGSTUDENT'S FULL NAME: DINH HONG DUCSTUDENT ID: CGS00ỮI6599INTAKE: November 2013ADVISOR s NA ME & TITLE : Assoc Prof. PhD PHAN DINH N

GUYENhutech library42125RESEARCH PROJECT (RMRR5I03)Contents1Introduction..................................................................5A.Prob tern Co integration and causality analysis between the market capitalizations and their determinates in vietnam

Statement...........................................................5IỈ.Research Object..............................................................

Co integration and causality analysis between the market capitalizations and their determinates in vietnam

.6c.Research Questions........................................................... 6D.Scope and Methodology of Research................................

®OUMOPEN UMVWSTV MALAYSIARESEARCH PROJECT (BMBR5103)CO-INTEGRATION AND CAUSALITY ANALYSIS BETWEEN THE MARKET CAPITALIZA TIONS AND THEIR DETER MIN A TE

Co integration and causality analysis between the market capitalizations and their determinates in vietnam ...........................................................8A.Theoretk 'a! I it erat lire...................................................8B.Empiric

al literature..........................................................8IIIResearch Methodology....................................................... Co integration and causality analysis between the market capitalizations and their determinates in vietnam

.10A. Datasources...................................................................10IAn overview of I’ietnam’s stock market.........................

Co integration and causality analysis between the market capitalizations and their determinates in vietnam

..............102The factors effected thestock market development............................158far tables............................................

®OUMOPEN UMVWSTV MALAYSIARESEARCH PROJECT (BMBR5103)CO-INTEGRATION AND CAUSALITY ANALYSIS BETWEEN THE MARKET CAPITALIZA TIONS AND THEIR DETER MIN A TE

Co integration and causality analysis between the market capitalizations and their determinates in vietnam ..................................21c.Modeling specification.......................................................21Il:EMPIRICAL RESULTS AND DISCUSSI

ON.............................................23I •('ONCL USỈON. RECOMMENDA TION AND ! J MITA TỈON..............................36A.Conclusion....... Co integration and causality analysis between the market capitalizations and their determinates in vietnam

............................................................36B.Limitation...................................................................38Referen

Co integration and causality analysis between the market capitalizations and their determinates in vietnam

ces.......................................................................39RESEARCH PROJECT (RMRR5I03)

®OUMOPEN UMVWSTV MALAYSIARESEARCH PROJECT (BMBR5103)CO-INTEGRATION AND CAUSALITY ANALYSIS BETWEEN THE MARKET CAPITALIZA TIONS AND THEIR DETER MIN A TE

®OUMOPEN UMVWSTV MALAYSIARESEARCH PROJECT (BMBR5103)CO-INTEGRATION AND CAUSALITY ANALYSIS BETWEEN THE MARKET CAPITALIZA TIONS AND THEIR DETER MIN A TE

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