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Journal of Economic Development
No. 217 , July 2013, Page 92-109

Combining Option Approach with Logistic Regression Analysis to Measure Default Risk of Listed Companies on Vietnamese Stock Market
PHAN ĐÌNH ANH & NGUYỄN HÒA NHÂN
DOI: 10.24311/jabes/2013.217.04
Abstract
This paper explores correlation between growth of stock market and economic growth in Vietnam by examining causal relationship between VN-Index and the GDP. The results show that there is no evidence of a causal relation between VN-Index and economic growth. This finding allows several implications of restructuring of the Vietnamese economy.

Keywords
Default Risk; Risk Measurement; Listed Companies; Combined Model.
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