2023
DOI: 10.1108/ijse-10-2022-0672
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The COVID-19 pandemic and financial stability in Vietnam: evidence from the interbank market

Abstract: PurposeThis study investigates the impact of the COVID-19 pandemic on financial stability in Vietnam, a developing country characterized by a bank-based financial system.Design/methodology/approachUsing a sample of daily data from January 23, 2020 to June 30, 2022, the VECM and NARDL models are employed to study Vietnam’s financial stability in face of the COVID-19 disaster. Following the literature on COVID-19, the authors measure the impact of the pandemic by the number of daily infected cases and the nation… Show more

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Cited by 2 publications
(3 citation statements)
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“…Principal component analysis (PCA), the basic method for mathematical analysis, is widely used. The PCA can be used to reduce the dimension of the data without altering its characteristics [20].…”
Section: 1pcamentioning
confidence: 99%
“…Principal component analysis (PCA), the basic method for mathematical analysis, is widely used. The PCA can be used to reduce the dimension of the data without altering its characteristics [20].…”
Section: 1pcamentioning
confidence: 99%
“…The contributions here not only assess contemporary challenges but also spotlight avenues for future research. Leading our collection is "The COVID-19 pandemic and financial stability in Vietnam: evidence from the interbank market" by Le et al (2024). They investigate the pandemic's effect on Vietnam's financial health, using extensive daily data on the nation's COVID-19 cases and sophisticated analysis techniques.…”
mentioning
confidence: 99%
“…The contributions here not only assess contemporary challenges but also spotlight avenues for future research. Leading our collection is “ The COVID-19 pandemic and financial stability in Vietnam: evidence from the interbank market ” by Le et al . (2024).…”
mentioning
confidence: 99%