Issue: Số 26 - Tháng 12 - 2022Tài chính - Ngân hàng - Bảo hiểm
Assessing the COVID-19 pandemics impacts on the profit in stock market by using the Markov Switching Dynamic Regression model
Published: August 1, 2026
Abstract
This study analyzes the COVID-19 pandemics impacts on the profit of stocks listing on Ho Chi Minh Stock Exchange (HOSE). This study uses time-series data by day from January 31, 2020, to January 30, 2021. By using the Markov Switching Dynamic Regression model, the study finds out that there are two positions in the stock market but the first position experiences a greater volatility. The studys results also reveal that the COVID-19 pandemic has a positive impact on the stock market in both market positions.
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