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- Tác giả: Nguyễn Hữu Minh Tuệ
- Thông tin XB: TP Hồ Chí Minh: Trường Đại học Ngoại thương, 2024
- Mô tả vật lý: 76 p.
- Tóm tắt: This thesis investigates the role of cryptocurrencies (Bitcoin, Ethereum), gold, and USD as hedge or safe-haven assets for the Vietnamese stock market (VNIndex) during periods of market instability, including the COVID-19 pandemic and the Ukraine crisis. The study employs various econometric models to analyze the daily returns and volatility of these assets and their correlations with VNIndex. Findings indicate that while gold consistently acts as a hedge, cryptocurrencies exhibit inconsistent safe-haven ...
- Từ khóa: Cryptocurrencies; Safe-haven assets; Hedging strategies; Vietnam stock market
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