Quantile regression

How Chinese monetary policy impacts cryptocurrency demand: The role of economic policy uncertainty

By Truong Minh Loc (VNP 24) Supervisor: Dr. Nguyen Vu Hong Thai Abstract: Analyses on the cryptocurrency’s price formation have recently raised attention among academic studies. By nature, this asset should be examined in the monetary aspect, which considers a system of complex relationships among macro variables. However, there is still a huge research gap raised […]

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How Chinese monetary policy impacts cryptocurrency return: The role of economic policy uncertainty

By Truong Minh Loc (VNP 24) Supervisor: Dr. Nguyen Vu Hong Thai Abstract Analyses on the cryptocurrency price formation have recently raised attention among academic studies. However, there is still a huge research gap raised from the lack of theoretical frameworks on this topic. The contribution of this thesis is threefold. First, we augment monetary […]

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Gender wealth gap: An empirical study in Vietnam

By Ho Doan Phuong (VNP 23) Supervisor: Dr. Vo Hong Duc Abstract: Unlike gender income gap, which has been plentifully studied in both developed and developing countries, studies on gender wealth gap are limited especially in developing countries due to the limit of households’ data from the developing countries such as Vietnam. Using Machado-Mata decomposition […]

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The Capital Asset Pricing Model: Beta and what else?

By Pham Ngoc Thach (VNP 20) Supervisor: Dr. Vo Hong Duc Abstract It has been 50 years since the first Capital Asset Pricing Model (CAPM) was developed by Sharpe (1964) and Lintner (1965). Similar to any other theory, CAPM has been facing with hundreds of critiques from theoreticians and empiricists. Recent evidences suggest that CAPM […]

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