There is a large body of research investigating the impact of information and communication technologies (ICT) on economic growth; however, the empirical evidence on growth and its volatility simultaneously driven by ICT diffusion has still remained scarce so far. To fill this void, system...

This research aims to consider determinants of economic growth, such as financial development, institutional quality, and information and communication technology (ICT) penetration, which have been explored separately in previous studies and have produced mixed findings in different regions....

Drivers of environmental quality have recently been identified in a large body of literature. However, the ecological effects of both regimes of monetary policy remain under-explored so far. Moreover, previous studies use limited samples and econometric approaches. Climate change from the...

While there is a large body of research on the bank lending channel of monetary policy transmission and the distributional dependence of this transmission on bank characteristics, the asymmetric effect of bank capital on monetary policy-bank loan supply nexus has been ignored. To fill this void,...

Despite the driving role of economic growth, SMEs in Vietnam have dealt with many critical constraints relating to insufficiency of internal financing sources and inaccessibility of external funds arising from the crisis period. Based on the unique dataset of Vietnam's SMEs covering the period...

The impact of monetary policy on bank performance and risk is driven by bank individual characteristics and the COVID-19 pandemic, and the joint effect of bank individual factors and the coronavirus has been under-researched so far. To fill this void, this research applies the dynamic two-step...

This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and conditional alpha sub-samples in Vietnam stock market covering the period from January 2008 to December 2018. We test the IVOL effect on stock returns employing Fama-Macbeth...