Analyses on Gold and US Dollar in Vietnam's Transitional Economy
| dc.contributor.author | Vuong, Quan Hoang | |
| dc.date.accessioned | 2016-11-28T09:34:11Z | |
| dc.date.available | 2016-11-28T09:34:11Z | |
| dc.date.issued | 2004 | |
| dc.identifier.uri | http://ds.libol.fpt.edu.vn/handle/123456789/1907 | |
| dc.description | 52 pages | en_US |
| dc.description.abstract | This paper looks into economic insights offerred by considerations of two important financial markets in Vietnam, gold and USD. In general, the paper focuses on time series properties, mainly returns at different frequencies, and test the weak-form efficient market hypothesis. All the test rejects the efficiency of both gold and foreign exchange markets. All time series exhibit strong serial correlations. ARMA-GARCH specifications appear to have performed well with different time series. In all cases the changing volatility phenomenon ... | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | ULB--Université Libre de Bruxelles | en_US |
| dc.subject | Vietnam | en_US |
| dc.subject | Financial economy | en_US |
| dc.subject | US Dollar | en_US |
| dc.subject | Gold | en_US |
| dc.title | Analyses on Gold and US Dollar in Vietnam's Transitional Economy | en_US |
| dc.type | Other | en_US |
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