Add to ORKGThis paper aims at answering the question whether the VN30 index futures introduction has an impact on stock market volatility in Vietnam. Apply GARCH model of volatility with additive dummy variable from 28/7/2000 to 10/9/2020, the result shows that when the first listed index futures contract appears, it makes the volatility of VNIndex increases. The result is still robust after excluding the turmoil period of Vietnam stock market. This paper implies that policy maker should be more careful in promoting derivatives market in Vietnam
This paper analyzes volatility models and their risk forecasting abilities with the presence of jump...
This paper examines several issues related to the introduction and trading of stock index futures co...
We explore the relevance of GARCH models in explaining stock return dynamics and volatility on the V...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This analysis is the first to investigate the influence of index futures trading volume on spot mark...
This study investigated the impact of the introduction of the VN30-Index futures contract on the dai...
This study investigated the impact of the introduction of the VN30-Index futures contract on the dai...
We examine stock market volatility before and after the introduction of equity index futures trading...
We examine stock market volatility before and after the introduction of equity index futures trading...
We examine stock market volatility before and after the introduction of equity index futures trading...
This thesis studies the characteristic of the stock return volatility in the Vietnam stock market (V...
The impact of the Stock Futures Trading to spot market has been considered by many countries all aro...
The arrival of news plays an extremely important role in the stock market because it mainly drives t...
This paper analyzes volatility models and their risk forecasting abilities with the presence of jump...
This paper analyzes volatility models and their risk forecasting abilities with the presence of jump...
This paper examines several issues related to the introduction and trading of stock index futures co...
We explore the relevance of GARCH models in explaining stock return dynamics and volatility on the V...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This analysis is the first to investigate the influence of index futures trading volume on spot mark...
This study investigated the impact of the introduction of the VN30-Index futures contract on the dai...
This study investigated the impact of the introduction of the VN30-Index futures contract on the dai...
We examine stock market volatility before and after the introduction of equity index futures trading...
We examine stock market volatility before and after the introduction of equity index futures trading...
We examine stock market volatility before and after the introduction of equity index futures trading...
This thesis studies the characteristic of the stock return volatility in the Vietnam stock market (V...
The impact of the Stock Futures Trading to spot market has been considered by many countries all aro...
The arrival of news plays an extremely important role in the stock market because it mainly drives t...
This paper analyzes volatility models and their risk forecasting abilities with the presence of jump...
This paper analyzes volatility models and their risk forecasting abilities with the presence of jump...
This paper examines several issues related to the introduction and trading of stock index futures co...
We explore the relevance of GARCH models in explaining stock return dynamics and volatility on the V...