Nguyen Ngan - Academia.edu (original) (raw)

Papers by Nguyen Ngan

Research paper thumbnail of The effects from the United States and Japan to emerging stock markets in Asia and Vietnam

Science & Technology Development Journal - Economics - Law and Management

The subprime mortgage crisis in the United States (U.S.) in mid-2008 suggests that stock prices v... more The subprime mortgage crisis in the United States (U.S.) in mid-2008 suggests that stock prices volatility do spillover from one market to another after international stock markets downturn. The purpose of this paper is to examine the magnitude of return and volatility spillovers from developed markets (the U.S. and Japan) to eight emerging equity markets (India, China, Indonesia, Korea, Malaysia, the Philippines, Taiwan, Thailand) and Vietnam. Employing a mean and volatility spillover model that deals with the U.S. and Japan shocks and day effects as exogenous variables in ARMA(1,1), GARCH(1,1) for Asian emerging markets, the study finds some interesting findings. Firstly, the day effect is present on six out of nine studied markets, except for the Indian, Taiwanese and Philippine. Secondly, the results of return spillover confirm significant spillover effects across the markets with different magnitudes. Specifically, the U.S. exerts a stronger influence on the Malaysian, Philippi...

Research paper thumbnail of Visiting Marriages and Remote Parenting: Changing Strategies of Rural–Urban Migrants to Hanoi, Vietnam

Journal of Development Studies, 2012

... View all references).6 6. Kim Hoa, Department of Sociology, Hanoi University, Hanoi, personal... more ... View all references).6 6. Kim Hoa, Department of Sociology, Hanoi University, Hanoi, personal communication, 14 March 2008; Tran Thi Van Anh, Institute for ... This led initially to a pattern of rural–urban labour migration that was male dominated in the 1990s (Dang et al., 19979 ...

Research paper thumbnail of The effects from the United States and Japan to emerging stock markets in Asia and Vietnam

Science & Technology Development Journal - Economics - Law and Management

The subprime mortgage crisis in the United States (U.S.) in mid-2008 suggests that stock prices v... more The subprime mortgage crisis in the United States (U.S.) in mid-2008 suggests that stock prices volatility do spillover from one market to another after international stock markets downturn. The purpose of this paper is to examine the magnitude of return and volatility spillovers from developed markets (the U.S. and Japan) to eight emerging equity markets (India, China, Indonesia, Korea, Malaysia, the Philippines, Taiwan, Thailand) and Vietnam. Employing a mean and volatility spillover model that deals with the U.S. and Japan shocks and day effects as exogenous variables in ARMA(1,1), GARCH(1,1) for Asian emerging markets, the study finds some interesting findings. Firstly, the day effect is present on six out of nine studied markets, except for the Indian, Taiwanese and Philippine. Secondly, the results of return spillover confirm significant spillover effects across the markets with different magnitudes. Specifically, the U.S. exerts a stronger influence on the Malaysian, Philippi...

Research paper thumbnail of Visiting Marriages and Remote Parenting: Changing Strategies of Rural–Urban Migrants to Hanoi, Vietnam

Journal of Development Studies, 2012

... View all references).6 6. Kim Hoa, Department of Sociology, Hanoi University, Hanoi, personal... more ... View all references).6 6. Kim Hoa, Department of Sociology, Hanoi University, Hanoi, personal communication, 14 March 2008; Tran Thi Van Anh, Institute for ... This led initially to a pattern of rural–urban labour migration that was male dominated in the 1990s (Dang et al., 19979 ...