Dynamic linkages between equity market and exchange market : relevant from Vietnam

Tiew, Catherine Siew Juan (2012) Dynamic linkages between equity market and exchange market : relevant from Vietnam. Masters thesis, Universiti Malaysia Sarawak, (UNIMAS).

[img] PDF (Please get the password by email to repository@unimas.my , or call ext: 3914 / 3942 / 3933)
Catherine(fulltext).pdf
Restricted to Registered users only

Download (35MB)

Abstract

[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.

Item Type: Thesis (Masters)
Additional Information: Thesis (M.Sc.) -- Universiti Malaysia Sarawak, 2012.
Uncontrolled Keywords: stock price, exchange rate, relationship, Stock exchanges, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education, Postgraduate, research, Universiti Malaysia Sarawak
Subjects: H Social Sciences > HF Commerce
Divisions: Academic Faculties, Institutes and Centres > Faculty of Economics and Business
Faculties, Institutes, Centres > Faculty of Economics and Business
Depositing User: Karen Kornalius
Date Deposited: 05 Oct 2015 02:08
Last Modified: 02 May 2023 08:59
URI: http://ir.unimas.my/id/eprint/9060

Actions (For repository members only: login required)

View Item View Item