Table 2 Market risk spillovers across 24 sectors in Vietnam
AC | AV | BK | BM | BU | CI | DI | ED | EN | FE | FO | MI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Aquaculture (AC) | 14.27 | 2.9 | 5.03 | 4.79 | 6.11 | 3.23 | 3.1 | 0.89 | 2.13 | 3.71 | 4.16 | 0.99 |
Aviation (AV) | 3.55 | 15.3 | 3.99 | 4.27 | 2.8 | 1.79 | 2.61 | 2.26 | 2.13 | 3.24 | 6.98 | 1.85 |
Banking (BK) | 4.06 | 3.07 | 9.75 | 6.71 | 4.31 | 2.19 | 1.29 | 0.64 | 2.57 | 3.4 | 5.36 | 0.97 |
Building Materials (BM) | 3.69 | 2.74 | 6.38 | 8.72 | 4.34 | 2.82 | 1.17 | 1.12 | 3.32 | 4.24 | 4.52 | 0.9 |
Business (BU) | 4.53 | 2.24 | 4.96 | 4.97 | 11.28 | 3.04 | 1.94 | 0.95 | 3.32 | 4.3 | 4.75 | 1.68 |
Construction Investment (CI) | 4.37 | 2.29 | 3.86 | 4.97 | 4.96 | 15.81 | 3.81 | 1.91 | 3.17 | 3.78 | 3.16 | 2.87 |
Development Investment (DI) | 7.91 | 3.39 | 2.68 | 3.08 | 3.74 | 4.54 | 23.97 | 4.26 | 2.34 | 1.95 | 2.44 | 2.68 |
Education (ED) | 1.46 | 1.83 | 2.27 | 4.13 | 3.82 | 3.39 | 2.13 | 37.56 | 2.08 | 1.82 | 1.9 | 0.98 |
Energy (EN) | 2.37 | 1.7 | 4.08 | 5.71 | 4.51 | 3.08 | 1.03 | 0.78 | 17.84 | 4.07 | 5.17 | 1.11 |
Fertilizer (FE) | 4.18 | 3.08 | 4.05 | 5.06 | 4.44 | 2.65 | 3.3 | 1.66 | 3.3 | 10.13 | 4.53 | 1.16 |
Food (FO) | 3.39 | 4.65 | 6.02 | 5.37 | 4.31 | 1.81 | 0.92 | 0.68 | 3.72 | 3.56 | 11.55 | 0.94 |
Minerals (MI) | 2.1 | 3.13 | 2.37 | 2.32 | 4.46 | 4.31 | 2.98 | 1.98 | 3.92 | 2.02 | 2.89 | 27.39 |
Oil and Gas (OG) | 4.76 | 3.21 | 7.66 | 6.27 | 3.95 | 2.14 | 1.97 | 0.6 | 2.66 | 3.27 | 5.31 | 1.28 |
Pharmaceutical (PH) | 4.06 | 3.72 | 3.9 | 6.04 | 5.01 | 3.57 | 1.83 | 0.99 | 3.54 | 4.43 | 4.51 | 1.58 |
Plastic (PL) | 3.79 | 2.39 | 5.44 | 5.43 | 5.07 | 2.07 | 1.08 | 0.4 | 2.61 | 4.9 | 5.43 | 1.25 |
Public Services (PS) | 2.16 | 8 | 2.9 | 1.89 | 2.18 | 1.68 | 3.92 | 4.03 | 4.19 | 1.35 | 2.62 | 2.47 |
Real Estate (RE) | 3.26 | 2.55 | 5.79 | 5.82 | 5.47 | 2.72 | 0.63 | 0.83 | 3.22 | 4.78 | 4.6 | 1.59 |
Rubber (RU) | 4.5 | 1.34 | 3.97 | 3.99 | 5.64 | 2.57 | 1.95 | 1.74 | 3.13 | 4.14 | 3.9 | 1.56 |
Securities (SE) | 4.1 | 1.66 | 6.91 | 6.49 | 5.48 | 3.32 | 1.7 | 0.95 | 2.91 | 4.47 | 4.4 | 1.05 |
Services (SV) | 2.86 | 3.72 | 4.26 | 5.01 | 3.21 | 2.55 | 0.96 | 1.37 | 4.88 | 2.79 | 6.39 | 1.59 |
Steel (ST) | 3.44 | 2.62 | 5.92 | 8.6 | 3.93 | 2.13 | 0.97 | 1.1 | 3.09 | 4.44 | 4.42 | 1.03 |
Technology (TE) | 3.46 | 2.69 | 6.5 | 5.76 | 4.66 | 2.69 | 1.49 | 0.71 | 3.18 | 4.56 | 5.71 | 1.34 |
Trade (TR) | 4.17 | 3.6 | 6.71 | 6.28 | 4.44 | 1.51 | 0.98 | 1.08 | 2.13 | 4.1 | 4.76 | 0.71 |
Transportation (TP) | 3.89 | 1.95 | 5.28 | 5.44 | 6.42 | 2.65 | 1.63 | 1.27 | 3.19 | 4.66 | 4.74 | 1.73 |
TO others | 86.05 | 68.48 | 110.93 | 118.41 | 103.27 | 62.44 | 43.39 | 32.2 | 70.75 | 83.97 | 102.65 | 33.29 |
NET | 0.32 | − 16.22 | 20.68 | 27.13 | 14.55 | − 21.74 | − 32.64 | − 30.24 | − 11.41 | − 5.91 | 14.2 | − 39.32 |
OG | PH | PL | PS | RE | RU | SE | SV | ST | TE | TR | TP | FROM others | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Aquaculture (AC) | 5.95 | 4.53 | 4.96 | 1.05 | 3.25 | 4.31 | 5.52 | 2.16 | 3.65 | 4.35 | 4.25 | 4.71 | 85.73 |
Aviation (AV) | 5.05 | 5.43 | 4.42 | 5.9 | 2.8 | 4.33 | 2.49 | 3.38 | 4.07 | 4.28 | 4.91 | 2.15 | 84.7 |
Banking (BK) | 6.91 | 3.58 | 5.3 | 1.78 | 4.36 | 2.59 | 7.33 | 2.11 | 5.35 | 6.56 | 5.53 | 4.29 | 90.25 |
Building Materials (BM) | 5.87 | 4.69 | 4.78 | 1.16 | 4.22 | 3.04 | 6.45 | 2.88 | 7.65 | 5.53 | 5.12 | 4.63 | 91.28 |
Business (BU) | 3.81 | 4.6 | 5.2 | 0.69 | 4.73 | 4.33 | 6.44 | 2.35 | 4.11 | 4.96 | 4.25 | 6.57 | 88.72 |
Construction (CO) | 3.76 | 5.1 | 3.22 | 1.77 | 3.2 | 3.78 | 5.86 | 3.17 | 3.31 | 4.93 | 3.01 | 3.94 | 84.19 |
Construction Investment (CI) | 4.08 | 3.44 | 2.26 | 5.32 | 3.15 | 2.62 | 3.25 | 1.6 | 2.35 | 3.53 | 3.59 | 1.82 | 76.03 |
Development Investment (DI) | 2.41 | 2.67 | 1.84 | 3.71 | 2.78 | 2.87 | 3.12 | 3.33 | 4.07 | 2.5 | 3.97 | 3.37 | 62.44 |
Education (ED) | 4.15 | 5.24 | 3.61 | 1.22 | 4.16 | 3.52 | 4.58 | 4.47 | 4.62 | 5.11 | 3.05 | 4.81 | 82.16 |
Energy (EN) | 3.85 | 4.41 | 5.19 | 2.52 | 4.47 | 4.5 | 5.12 | 2.12 | 4.55 | 6.03 | 5.01 | 4.69 | 89.87 |
Fertilizer (FE) | 5.37 | 4.72 | 5.7 | 1.27 | 4.11 | 3.14 | 5.04 | 4.31 | 4.14 | 6.18 | 4.41 | 4.71 | 88.45 |
Food (FO) | 3.13 | 3.7 | 3.3 | 3.77 | 3.52 | 4.98 | 2.51 | 3.22 | 2.41 | 3.29 | 2.56 | 3.75 | 72.61 |
Minerals (MI) | 9.46 | 3.97 | 5.43 | 1.12 | 3.58 | 3.56 | 5.51 | 2.85 | 5.4 | 5.74 | 5.25 | 5.05 | 90.54 |
Oil and Gas (OG) | 4.57 | 11.38 | 5.37 | 0.8 | 4.28 | 3.44 | 4.24 | 3.16 | 5.29 | 4.82 | 5.03 | 4.44 | 88.62 |
Pharmaceutical (PH) | 5.43 | 4.92 | 9.99 | 0.65 | 4.33 | 4.66 | 5.64 | 2.86 | 4.76 | 6.03 | 5.46 | 5.4 | 90.01 |
Plastic (PL) | 3.19 | 2.59 | 2.34 | 33.68 | 2.8 | 4.66 | 1.8 | 1.56 | 2.24 | 3.34 | 2.62 | 1.8 | 66.32 |
Real Estate (RE) | 4.3 | 4.45 | 5.18 | 0.9 | 10.81 | 2.5 | 6 | 2.95 | 5.6 | 5.57 | 6.16 | 4.34 | 89.19 |
Rubber (RU) | 5.13 | 3.71 | 5.98 | 1.77 | 2.95 | 14.02 | 5.21 | 2.84 | 4.52 | 5.3 | 4.88 | 5.27 | 85.98 |
Securities (SE) | 4.92 | 3.4 | 5.05 | 0.99 | 4.62 | 3.9 | 9.45 | 2.1 | 5.47 | 6.79 | 5.16 | 4.7 | 90.55 |
Services (SV) | 5.31 | 4.16 | 5.01 | 2.61 | 3.93 | 4.19 | 3.52 | 15.46 | 5.34 | 4.26 | 3.34 | 3.29 | 84.54 |
Steel (ST) | 5.72 | 4.59 | 4.93 | 1.23 | 4.21 | 3.52 | 6.17 | 3.48 | 10.01 | 5.13 | 4.87 | 4.44 | 89.99 |
Technology (TE) | 5.4 | 3.9 | 5.35 | 0.94 | 4.65 | 3.84 | 6.78 | 2.4 | 4.65 | 8.99 | 5.46 | 4.9 | 91.01 |
Trade (TR) | 5.74 | 4.83 | 5.54 | 1.01 | 5.8 | 3.77 | 5.98 | 2.09 | 5.06 | 6.14 | 10.07 | 3.52 | 89.93 |
Transportation (TP) | 5.44 | 4.08 | 5.39 | 1.03 | 4.2 | 4.69 | 5.54 | 2.65 | 4.73 | 5.6 | 3.86 | 9.96 | 90.04 |
TO others | 109.49 | 96.69 | 105.33 | 43.18 | 90.11 | 86.74 | 114.08 | 64.03 | 103.33 | 115.97 | 101.76 | 96.61 | TSI |
NET | 18.96 | 8.07 | 15.32 | − 23.14 | 0.92 | 0.76 | 23.53 | − 20.51 | 13.33 | 24.97 | 11.83 | 6.57 | 85.13 |