1 resultado para Transitional phenomena
em DI-fusion - The institutional repository of Université Libre de Bruxelles
Filtro por publicador
- KUPS-Datenbank - Universität zu Köln - Kölner UniversitätsPublikationsServer (1)
- Repository Napier (1)
- Aberystwyth University Repository - Reino Unido (1)
- Acceda, el repositorio institucional de la Universidad de Las Palmas de Gran Canaria. España (1)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (8)
- Aquatic Commons (2)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (4)
- Archive of European Integration (53)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (2)
- Aston University Research Archive (30)
- Biblioteca de Teses e Dissertações da USP (1)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (5)
- Biblioteca Digital de Teses e Dissertações Eletrônicas da UERJ (2)
- Biodiversity Heritage Library, United States (3)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (36)
- Brock University, Canada (2)
- Bulgarian Digital Mathematics Library at IMI-BAS (3)
- CaltechTHESIS (6)
- Cambridge University Engineering Department Publications Database (40)
- CentAUR: Central Archive University of Reading - UK (23)
- Central European University - Research Support Scheme (3)
- Centro Hospitalar do Porto (1)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (47)
- Cochin University of Science & Technology (CUSAT), India (4)
- Collection Of Biostatistics Research Archive (1)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (4)
- Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest (2)
- CUNY Academic Works (1)
- Dalarna University College Electronic Archive (1)
- Deakin Research Online - Australia (49)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (1)
- Digital Commons - Michigan Tech (2)
- Digital Commons at Florida International University (11)
- Digital Howard @ Howard University | Howard University Research (1)
- DigitalCommons@The Texas Medical Center (3)
- Diposit Digital de la UB - Universidade de Barcelona (2)
- Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland (1)
- Duke University (3)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (2)
- eScholarship Repository - University of California (2)
- Greenwich Academic Literature Archive - UK (17)
- Helda - Digital Repository of University of Helsinki (3)
- Indian Institute of Science - Bangalore - Índia (43)
- Institute of Public Health in Ireland, Ireland (1)
- Institutional Repository of Leibniz University Hannover (1)
- Instituto Politécnico do Porto, Portugal (9)
- National Center for Biotechnology Information - NCBI (2)
- Plymouth Marine Science Electronic Archive (PlyMSEA) (4)
- Portal de Revistas Científicas Complutenses - Espanha (1)
- Publishing Network for Geoscientific & Environmental Data (2)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (77)
- Queensland University of Technology - ePrints Archive (242)
- Repositório Científico da Universidade de Évora - Portugal (2)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (1)
- Repositório Institucional da Universidade de Aveiro - Portugal (5)
- Repositório Institucional da Universidade de Brasília (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (35)
- Research Open Access Repository of the University of East London. (1)
- SAPIENTIA - Universidade do Algarve - Portugal (4)
- School of Medicine, Washington University, United States (2)
- Universidad Autónoma de Nuevo León, Mexico (1)
- Universidad de Alicante (1)
- Universidad del Rosario, Colombia (3)
- Universidad Politécnica de Madrid (7)
- Universidade Complutense de Madrid (2)
- Universidade do Algarve (2)
- Universidade Estadual Paulista "Júlio de Mesquita Filho" (UNESP) (1)
- Universidade Federal do Pará (1)
- Universitat de Girona, Spain (1)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (1)
- Université de Lausanne, Switzerland (1)
- Université de Montréal, Canada (2)
- University of Michigan (78)
- University of Queensland eSpace - Australia (10)
- University of Southampton, United Kingdom (1)
- WestminsterResearch - UK (1)
Resumo:
This paper looks into economic insights offerred by considerations of two important financial markets in Vietnam, gold and USD. In general, the paper focuses on time series properties, mainly returns at different frequencies, and test the weak-form efficient market hypothesis. All the test rejects the efficiency of both gold and foreign exchange markets. All time series exhibit strong serial correlations. ARMA-GARCH specifications appear to have performed well with different time series. In all cases the changing volatility phenomenon is strongly supported through empirical data. An additional test is performed on the daily USD return to try to capture the impacts of Asian financial crisis and daily price limits applicable. No substantial impacts of the Asian crisis and the central bank-devised limits are found to influence the risk level of daily USD return.