Determinants of bank profitability in Vietnam: Does foreign presence matter?
By Truong Uy Phap (VNP 18) Supervisor: Dr. Duong Nhu Hung Abstract: The present paper seeks to examine the determinants of bank profitability in Vietnam during the period 2004–2013. The empirical findings suggest that credit risk, non-interest income, operating expense and liquidity variables have a statistically significantly impact on bank profitability. The empirical findings suggest […]
Macroeconomic, financial and institutional determinants of banking crisis: The money market pressure index approach
By Chau The Vinh (VNP 18) Supervisor: Dr. Nguyen Trong Hoai Abstract The thesis estimates a logit regression model by fixed effect with a combination of some macroeconomic and financial indicators from the work of Hagen and Ho (2007) and Worldwide Governance Indicators (WGI) from the updated database of Kaufmann (2013) as explanatory variables for […]
The effects of household’s characteristics on education expenditure in Vietnam
By Hoang Huong Giang (VNP 18) Supervisor: Dr. Tran Tien Khai Abstract Collecting 4636 observations at household level from VHLSS 2012, this study aims to investigate the effects of current resources of family on education expenditure ratio for children in Vietnam. The findings of the study provide the whole context of the education expenditure situation […]
FDI and income inequality: Evidence from panel data of Vietnam’s provinces
By Lam Van Roi (VNP 18) Supervisor: Dr. Pham Khanh Nam Abstract This paper attempts to estimate GINI indices for all provinces of Vietnam and contributes to explore the relationship between FDI and income inequality. The thesis uses a balance panel data for 56 provinces in 5 years which includes GDP, FDI and income distribution. […]
Impact of monetary policy on bank’s loan supply: Bank’s balance sheet approach
By Nguyen Nhu Y (VNP 18) Supervisor: Dr. Nguyen Hoang Bao Abstract This study researches the impact of monetary policy onthe supply of bank loan in Vietnam during the period from 2008 to 2012. The impact is examined by using the Generalized Methods of Moments (GMM) approach. The estimation results indicate that monetary policy change […]
Recreational values of coral reefs at Cu Lao Cham islands, Vietnam
By Nguyen Huu Dang Trinh (VNP 18) Supervisor: Dr. Pham Khanh Nam Abstract This thesis used the travel cost approach to estimate the recreational values of coral reefs at Cham islands, Vietnam. Since the on-site data has addressed some problems such as non-negative integers, zero-truncated, endogenously stratified and overdispersion, two count models: the Poisson model […]
The impact of corporate governance on firm performance: The case of listed companies in Vietnam
By Nguyen Minh Tri (VNP 18) Supervisor: Dr. Vo Hong Duc Abstract This empirical research is conducted to examine the relationship between corporate governance and firm performance. In this study, corporate governance is proxied by a set of variables, including a dual role of the CEO, board’s size, board independence and ownership concentration. In addition, firm […]
Quantifying Effects of EU Antidumping Duty on Vietnam Footwear
By Nguyen Truong Toan (VNP 18) Supervisor: Dr. Pham Hoang Van / Dr. Nguyen Trong Hoai Abstract This paper examines effect of EU antidumping on Vietnam footwear firms. We find that EU AD causes a 52.8% decline of Vietnam targeted export products, at least. Besides value, there is 42.2% reduction of the least affected scenario. […]
The causal relationship between money supply, inflation and economic growth in Vietnam
By Nguyen Trong Tin (VNP 18) Supervisor: Dr. Nguyen Van Ngai Abstract This study analyzes the causal relationships between money supply, inflation and economic growth in Vietnam in the period of 1999Q2 – 2012Q3. Quarterly macroeconomic data were collected from IFS and GSO. The thesis employs the Granger test in the Vector Error Correction Model […]
The role of women in corporate financial performance in Vietnam
By Nguyen Thi Hong Thu (VNP 18) Supervisor: Dr. Pham Khanh Nam
Stochastic frontier models review with applications to Vietnamese small and medium enterprises in metal manufacturing industry
By Nguyen Quang (VNP 18) Supervisor: Dr. Truong Dang Thuy Abstract Metal manufacturing industry has an important role in the economy due to the high demand of metal products, especially steel and iron in daily life, production and, mostly construction. To help maintain and develop the benefit from this industry, it is necessary to have […]
Determinants of households expenditure on English-language education: The case of Ho Chi Minh city
By Luu Thi Kieu Oanh (VNP 18) Supervisor: Dr. Pham Khanh Nam Abstract This study attempts to investigate household’s expenditure on English education for primary school children using the surveyed data from 267 randomly collected households in Ho Chi Minh City. As a result, the current payment for English education of household in Ho Chi […]
Developing an early warning system to predict currency crises in emerging markets
By Hoang Thuy Hong Nhung (VNP 18) Supervisor: Dr. Nguyen Van Ngai Abstract This thesis develops a new early warning system (EWS) model to predict the currency crises in emerging markets by using the logit regression. According to the results, the macroeconomic variables and the institution variables are valuable indicators which play important roles in […]
The impact of macroeconomics environment on Vietnam stock returns
By Huynh Phi Long (VNP 18) Supervisor: Dr. Nguyen Trong Hoai Abstract This paper estimates the impact of macroeconomic environment on Vietnam stock returns and drawing the conclusion of the impact of macro variables on stock market in order to offer some appropriate policies to improve stock market and provide investors of more information. This […]
The relationship between business networking and SMEs production efficiency
By Le Hoang Long (VNP 18) Supervisor: Dr. Vo Hong Duc Abstract This study aims to examine the relationship between business networking and the technical efficiency of small and medium sized enterprises (SMEs) in Vietnam. To achieve this objective, this study proposes a framework to measure the production efficiency of the SMEs; then, the study […]
Technical efficiency of poultry farms in Vietnam non-parametric and parametric approaches
By Nguyen Thi Ngoc Linh (VNP 18) Supervisor: Dr. Truong Dang Thuy Abstract This study attempts to estimate the technical efficiency as well as determine the factorial effects of technical efficiency level of Vietnam poultry farms under semiindustrial system and traditional system. Then, this study employs a two-stage analysis with a household-level dataset in whole country. In […]
The contribution of information and communication technologies investment on economic growth
By Than Phuong Lan (VNP 18) Supervisor: Dr. Pham Hoang Van/ Dr. Nguyen Trong Hoai Abstract Growth accounting method to measure the contribution of Information and Communication Technologies (ICT) investment on economic growth has widespread in 1990s in the United States and then in many other developed countries including Europe, G7. This study extends growth accounting […]
Quantitative risk analysis: An approach for Vietnam stock market
By Nguyen Nam Khanh (VNP 18) Supervisor: Dr. Truong Dang Thuy Abstract Value at Risk (VaR) is widely used in risk measurement. It is dened as the worst expected loss of a portfolio under a given time horizon at a given condence level. The aim of the thesis is to evaluate performance of 16 VaR […]
Networks and Bank Financing: The Study of SMEs in Vietnam
By Dang Nguyen Khang (VNP 18) Supervisor: Dr. Dinh Cong Khai Abstract Small and medium-size enterprises (SMEs) play crucial roles in the economy. They generate over 60% employment in many countries and are the key factor for the economic growth. SMEs, however, face constraints to access external finance, which negatively impacts on their business performance […]
Effect of public transfer on labor supply decision of households in Vietnam
By Quach Manh Hung (VNP 18) Supervisor: Dr. Pham Thi Bich Ngoc Abstract This paper investigates the relationship between the ownership concentration, audit quality and the amount of firm-specific information captured in the stock price. The study covers 195 Vietnamese listed firms on the Ho Chi Minh stock market from 2006 to 2011. The findings […]
The effect of financial development on economic growth: Evidence from Asian countries
By Tran Thanh Giang (VNP 18) Supervisor: Dr. Nguyen Van Ngai Abstract This study estimates the effect of financial development on economic growth in Asian countries in the period from 2000 to 2011. Based on unbalanced panel data, this effect is examined by Fixed effects model (FEM) and the first difference Generalizes Methods of Moments […]
