ArticleHeliyon2022
Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic.
Article in Heliyon, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
2 citing papers in PubMed.
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
2 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
The study aims to investigate the tail dependence between Chinese stock market and Vietnamese stock market in the context of the Covid-19 pandemic. Using the data on the Ho Chi Minh City Stock Exchange (VNI) and the Shanghai Stock Exchange (SSEC) representing for Vietnam and China stock markets, the study reveals the tail dependence across three periods including: pre-pandemic, during the chaos of the pandemic, and the period of adaptation to the pandemic. Using the copula method including Normal, Clayton, Plackett, Frank, Student, Symmetrised Joe-Clayton copulas, the research results confirm that there is no dependent relationship between the stock market between the two countries in the pre-pandemic. During the pandemic, the Vietnamese stock market is heavily dependent on Chinese stock market, especially the upper tail dependence. During the period of adaptation to the pandemic, this dependence relationship still exists but less than that in the pandemic.
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Registered trials
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