Impacts of inflation on the Vietnamese stock market in economic turbulence

Authors

  • Nguyen Huu-Dung*
  • Le Viet Long

Keywords:

Abstract

This study employs the GARCH model to examine how inflation affects the Vietnamese stock market. The analysis uses 2001-2022 data from the General Statistics Office and the Ho Chi Minh Stock Exchange (HoSE). This time frame encompasses various market cycles, including the recent financial crises, which alter the
characteristics of stock variance...

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Author Biographies

  • Nguyen Huu-Dung*

    National Economics University, 207 Giai Phong Street, Dong Tam Ward, Hai Ba Trung District, Hanoi, Vietnam

  • Le Viet Long

    Department for Investment, Thang Long Tobacco Company, 235 Nguyen Trai Street, Thuong Dinh Ward, Thanh Xuan District, Hanoi, Vietnam

Published

2024-04-19

Issue

No. 1D (2024): APRIL . VOLUME 66 NUMBER 1

Section

ECONOMICS AND BUSINESS