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FPT University|e-Resources > Bài báo khoa học (Scientific Articles) > Articles published by FPT lecturers >
Please use this identifier to cite or link to this item: /handle/123456789/1907

Title: Analyses on Gold and US Dollar in Vietnam's Transitional Economy
Authors: Vuong, Quan Hoang
Keywords: Vietnam
Financial economy
US Dollar
Gold
Issue Date: 2004
Publisher: ULB--Université Libre de Bruxelles
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 ...
Description: 52 pages
URI: http://ds.libol.fpt.edu.vn/handle/123456789/1907
Appears in Collections:Articles published by FPT lecturers

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