Effect of macroeconomic variables on systemic risk: Evidence from Vietnamese economy
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DOI: 10.17811/ebl.10.3.2021.217-228
Abstract: This paper aims to find out the relationship between systemic risk in Vietnam and the effects of macroeconomic factors, including exchange rate, interest rates, and economic growth. We collect data from the Vietnamese stock market,… read more here.
Keywords: risk; relationship systemic; systemic risk; evidence ... See more keywords