Combining option approach with logistic regression analysis to measure default risk of listed companies on Vietnamese stock market

Chia sẻ: Danh Nguyen Tuong Vi | Ngày: | Loại File: PDF | Số trang:18

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Combining option approach with logistic regression analysis to measure default risk of listed companies on Vietnamese stock market

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This paper explores correlation between growth of stock market and economic growth in Vietnam by examining causal relationship between VN-Index and the GDP. The results show that there is no evidence of a causal relation between VN-Index and economic growth. This finding allows several implications of restructuring of the Vietnamese economy.

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Nội dung Text: Combining option approach with logistic regression analysis to measure default risk of listed companies on Vietnamese stock market

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