tailieunhanh - The impact of macroeconomic variables on equity risk premium: Evidence from sectoral analysis in Vietnam using bounds testing approach

This study investigates the impact of change of macroeconomic variables on equity risk premium of Ho Chi Minh stock market and some important sectors for period January 2007- September 2015. The paper applies bounds testing approach to cointegration to find the long run and short run relationships. | The impact of macroeconomic variables on equity risk premium: Evidence from sectoral analysis in Vietnam using bounds testing approach