Stock crash and how it spreads over the Vietnamese stock market
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DOI: https://doi.org/10.57110/vnu-jeb.v4i3.339Keywords:
Stock crash, spillover mechanism, industry stock returns, TVP-VAR modelReferences
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Copyright (c) 2024 Vu Thi Loan, Luong Ngoc Hai, Nguyen Phuong Nga
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