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This study provides a detailed investigation of the time-frequency and frequency-domain analysis of the interconnectedness of country-level macroeconomic variables. Hence, the wavelet techniques-vector wavelet and wavelet multiple-employed with TVP-VAR are utilised as a robustness check. The...
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of the COVID-19 pandemic and the financial crisis. Using bank-level data of 31 commercial banks in Vietnam from 2007 to … through the bank lending channel is stronger under unfavorable macro contexts in Vietnam. Accordingly, it can be suggested … the implementation of unconventional monetary policy in Vietnam is not necessary yet. Regression results when using the …
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