• Media type: E-Article
  • Title: Empirical Test on Impact of Monetary Policy and Fiscal Policy on Vietnam Stock Market
  • Contributor: Thanh, Tu Tran Thi; Thuy, Linh Pham; Anh, Tiep Nguyen; Thi, Thuy Do; Truong, Tho Thi Hoai
  • Published: Sciedu Press, 2017
  • Published in: International Journal of Financial Research, 8 (2017) 2, Seite 135
  • Language: Without Specification
  • DOI: 10.5430/ijfr.v8n2p135
  • ISSN: 1923-4031; 1923-4023
  • Keywords: Economics, Econometrics and Finance (miscellaneous) ; Accounting ; Business and International Management
  • Origination:
  • Footnote:
  • Description: This research evaluates impact of monetary policy tools and fiscal policies on Vietnam’s stock market, as well as examines interaction between these two policies with the Vietnam stock price index. Utilizing Vector error correction model (VECM), with 9 variables and data monthly statistics from January 2002 to October 2015, this study confirms that there are links between monetary policy, fiscal policy with Vietnam's stock market. In addition, Vietnam’s stock market is also affected by exogenous factors, namely the world oil prices and the S&P500 index, especially when Vietnam's economy is opening up and integrated with the global economy.
  • Access State: Open Access