The impact of geopolitical risk on the stock market and stock bubbles in Vietnam: A mediation model
Journal: Journal of Economic and Banking Studies
Year: 2024

This paper aims to examine the indirect impact of geopolitical risk on the Vietnamese stock market and stock bubbles (VSB) through its impact on macro factors and commodity prices. Firstly, before testing the influence of geopolitical risk on stock bubbles, a stock bubble existence test using SADF (sup augmented Dickey Fuller test) and GSADF (generalized sup Augmented Dickey Fuller) is done. The tests show that stock bubbles appeared on the Vietnamese stock market in 3 periods: September 2014 to