Kiểm định ảnh hưởng của giá cả hàng hóa toàn cầu đến thị trường chứng khoán các nước Đông Nam Á trong dài hạn

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Author

  • Bùi Đỗ Phúc Quyên*

Từ khóa:

Ảnh hưởng
giá cả hàng hóa toàn cầu
thị trường chứng khoán
Đông Nam Á
dài hạn

Tóm tắt

Nghiên cứu này xem xét ảnh hưởng của giá cả hàng hóa toàn cầu đến thị trường chứng khoán của 6 nước Đông Nam Á bao gồm Malaysia, Indonesia, Thái Lan, Singapore, Philippines và Việt Nam trong dài hạn giai đoạn 2001 – 2018. Ngoài giá cả hàng hóa toàn cầu, nghiên cứu còn sử dụng bốn yếu tố kinh tế vĩ mô nội địa (gồm tăng trưởng kinh tế, tỷ lệ lạm phát, tỷ giá hối đoái, lãi suất) được sử dụng để giải thích sự biến động của chỉ số thị trường chứng khoán. Áp dụng mô hình PMG dành cho dữ liệu bảng để phân tích ảnh hưởng dài hạn và điều chỉnh ngắn hạn. Kết quả cho thấy yếu tố giá cả hàng hóa toàn cầu có ý nghĩa với thị trường chứng khoán các nước Đông Nam Á trong dài hạn. Bên cạnh đó, các biến vĩ mô nội địa cũng có ảnh hưởng đáng kể đến thị trường chứng khoán trong dài hạn.

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Feb 28, 2021
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Cách trích dẫn
Bui Do Phuc Quyen. “Kiểm định ảnh hưởng của Giá Cả hàng hóa toàn cầu đến thị trường chứng khoán các nước Đông Nam Á Trong dài hạn”. Tạp Chí Khoa học Và Công nghệ - Đại học Đà Nẵng, vol 19, số p.h 2, Tháng Hai 2021, tr 22-25, https://jst-ud.vn/jst-ud/article/view/3568.

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