(Luận văn) credit growth, macroeconomic factors and ftock performance, the case of hose 2002 2010

• t to UNIVERSITY OF ECONOMICS INSTITUTE OF SOCIAL STUDIES ng HO CHI MINH CITY THE HAGUE hi VIETNAM THE NETHERLANDS ep w VIETNAM- NETHERLANDS n lo PROGRAM FOR M.A IN DEVELOPMENT ECONOMICS ad ju y th yi pl CREDIT GROWTH, MACROECONOMIC FACTORS AND STOCK PERFORMANCE: THE CASE OF HOSE 2002-2010 n ua al ~ ~~~ n va ll fu oi m nh at A thesis submitted in partial fulfillment of the requirements for the degree of MASTER OF ARTS IN DEVELOPMENT ECONOMICS z z k jm NGUYEN THI NGOC HAN ht vb By om l.c an Lu Dr PRAM HOANG VAN Dr NGUYEN TRONG HOAI gm Academic supervisors n va r UEH 15Ti I -~ - ··-·- ··- · -J· a - - · ·, - -· L -· fa ~~It~ -~- -· -·-· e HO CHI MINH CITY, MARCH 2011 t re ;; t to ng TABLE OF CONTENT hi ep 1~1rlt()])1J(:1rl()~ ~11r~Fll\1r1J~ ~~~~= -10 w n 2.1 KEY CON CEPTS -1 lo ad 2.2 TliEOFt!:TICJ\1 I.ITEFlf\T~ -11 y th 2.3 ElVfPIFtiCJ\I I.ITEFlf\TlJFtE 17 ju ~~1rll()])()~()(;1{: 25 yi pl Ftl:S EJ\FtC II MET II D S 26 al n ua 3.2 DJ\TJ\ I>ESCFtiPTION 35 ~SlJ~ 1r A~ A~1rSIS: -41 ll fu n va 3 I> J\ TJ\ J\N J\I Y SI S -3 oi m 4.1 I> ESCFtiPTIVE J\N J\I YSI S 41 ·i 4.2 STJ\ TIONJ\FtY PFtOPEFtTY OF TlME-SEFtiES I>J\TJ\ -44 nh at 4.3 BIVJ\FliTJ\TE FtEI.J\TIONSIIIPS: EG J\PPFtOJ\Cli & GFlf\NGEFt CAlJSJ\LITY -45 z z 4.4 MlJI TIVJ\Ftll\ TE Ftl:I.J\TIONSIIIP: JJ PFtOCEDlJFtE, VECM, V J\FliANCE I>ECOMPOSITION & IMPlJI.SE FtESPONSE FlJNCTIONS 48 AN]) PO~I IE S -60 om ~J?~~~