Dynamic linkages between equity market and exchange market : relevant from Vietnam
[his study examined the relationship between stock price and exchange rate In Vietnam from year 2000 until 2010. The monthly stock market and exchange rate is indexed from January 2000 until December 2010. The methods employed in this. study are unit root test, Johansen-Juselius cointegration test...
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2012
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| Online Access: | http://ir.unimas.my/id/eprint/9060/2/Catherine%28fulltext%29.pdf |
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my-unimas-ir.90602023-05-02T08:59:06Z Dynamic linkages between equity market and exchange market : relevant from Vietnam 2012 Tiew, Catherine Siew Juan HF Commerce [his study examined the relationship between stock price and exchange rate In Vietnam from year 2000 until 2010. The monthly stock market and exchange rate is indexed from January 2000 until December 2010. The methods employed in this. study are unit root test, Johansen-Juselius cointegration test and Granger causality test. The results gathered from the study showed that there was no long run relationship between stock price and exchange rate market in Vietnam. The policy could be an implication for potential investors into investment in the stock market and exchange rate market in Vietnam. The policy implication implemented by the Viet~amese government plays the role of advisor for the consideration of investors in the international portfolio diversification. The same policy is possible for portfolio diversification in equity and .exchange rate in Vietnam. Universiti Malaysia Sarawak, (UNIMAS) 2012 Thesis http://ir.unimas.my/id/eprint/9060/ http://ir.unimas.my/id/eprint/9060/2/Catherine%28fulltext%29.pdf text en validuser masters Universiti Malaysia Sarawak, (UNIMAS) Faculty of Economics and Business |
| institution |
Universiti Malaysia Sarawak |
| collection |
UNIMAS Institutional Repository |
| language |
English |
| topic |
HF Commerce |
| spellingShingle |
HF Commerce Tiew, Catherine Siew Juan Dynamic linkages between equity market and exchange market : relevant from Vietnam |
| description |
[his study examined the relationship between stock price and exchange rate In Vietnam from year 2000 until 2010. The monthly stock market and exchange rate is
indexed from January 2000 until December 2010. The methods employed in this. study are unit root test, Johansen-Juselius cointegration test and Granger causality test. The results gathered from the study showed that there was no long run relationship between stock price and exchange rate market in Vietnam. The policy could be an implication for potential investors into investment in the stock market and exchange rate market in Vietnam. The policy implication implemented by the Viet~amese government plays the role of advisor for the consideration of investors in the international portfolio diversification. The same policy is possible for portfolio diversification in equity and .exchange rate in Vietnam. |
| format |
Thesis |
| qualification_level |
Master's degree |
| author |
Tiew, Catherine Siew Juan |
| author_facet |
Tiew, Catherine Siew Juan |
| author_sort |
Tiew, Catherine Siew Juan |
| title |
Dynamic linkages between equity market and exchange market : relevant from Vietnam |
| title_short |
Dynamic linkages between equity market and exchange market : relevant from Vietnam |
| title_full |
Dynamic linkages between equity market and exchange market : relevant from Vietnam |
| title_fullStr |
Dynamic linkages between equity market and exchange market : relevant from Vietnam |
| title_full_unstemmed |
Dynamic linkages between equity market and exchange market : relevant from Vietnam |
| title_sort |
dynamic linkages between equity market and exchange market : relevant from vietnam |
| granting_institution |
Universiti Malaysia Sarawak, (UNIMAS) |
| granting_department |
Faculty of Economics and Business |
| publishDate |
2012 |
| url |
http://ir.unimas.my/id/eprint/9060/2/Catherine%28fulltext%29.pdf |
| _version_ |
1783728022022520832 |