intTypePromotion=1
zunia.vn Tuyển sinh 2024 dành cho Gen-Z zunia.vn zunia.vn
ADSENSE

The impact of macroeconomic variables on equity risk premium: Evidence from sectoral analysis in Vietnam using bounds testing approach

Chia sẻ: ViXuka2711 ViXuka2711 | Ngày: | Loại File: PDF | Số trang:19

18
lượt xem
1
download
 
  Download Vui lòng tải xuống để xem tài liệu đầy đủ

This study investigates the impact of change of macroeconomic variables on equity risk premium of Ho Chi Minh stock market and some important sectors for period January 2007- September 2015. The paper applies bounds testing approach to cointegration to find the long run and short run relationships.

Chủ đề:
Lưu

Nội dung Text: The impact of macroeconomic variables on equity risk premium: Evidence from sectoral analysis in Vietnam using bounds testing approach

ADSENSE

CÓ THỂ BẠN MUỐN DOWNLOAD

 

Đồng bộ tài khoản
4=>1