The Determinants of Non-interest Income of Banks with Dominant State Capital in Vietnam

Thạch, Nguyễn Ngọc; Nguyen, Diep; Doan, Hung V.

doi:10.1007/978-3-030-77094-5_20

Cited by 3 publications

(2 citation statements)

References 25 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…(2019), and Thach et al. (2022), the Bayesian regression method is superior to traditional regression methods, namely:…”

Section: Research Model and Methodsmentioning

confidence: 99%

CEO characteristics and bank stability: Evidence from an emerging economy

Hai,

Diem

2024

J Corp Accounting Finance

View full text Add to dashboard Cite

This paper investigates the effect of CEO characteristics on bank stability of commercial banks in Vietnam. The study used regression models Pooled OLS, Fixed effects Model (FEM), random effects model (REM), and Feasible Generalized Least Square (FGLS) to evaluate the relationship between CEO characteristics and bank stability of 26 commercial banks in Vietnam. To deal with the limitations of traditional regression methods, we propose Bayesian regression method. The data collection period in the study is from 2013 to 2022. In these regression models, CEO power, female CEO, CEO tenure, and CEO age are independent variables. The dependent variable representing bank stability is the Z‐score. The research results show that the factors CEO power, female CEO, CEO tenure, CEO age have a positive impact on bank stability in Vietnam.

show abstract

“…(2019), and Thach et al. (2022), the Bayesian regression method is superior to traditional regression methods, namely:…”

Section: Research Model and Methodsmentioning

confidence: 99%

CEO characteristics and bank stability: Evidence from an emerging economy

Hai,

Diem

2024

J Corp Accounting Finance

View full text Add to dashboard Cite

show abstract

“…Since the 1990s, we have witnessed a rapid increase in the application of Bayesian statistical methods in a variety of scientific areas (e.g., Hung et al, 2019; König & van de Schoot, 2018; Rietbergen et al, 2017; Thach et al, 2021, 2022, 2022). A sharp rise in both methodological and applied elaboration of the Bayesian approach has been observed in economics.…”

Section: Methodsmentioning

confidence: 99%

Applying Monte Carlo Simulations to a Small Data Analysis of a Case of Economic Growth in COVID-19 Times

Thạch

2023

Sage Open

Self Cite

View full text Add to dashboard Cite

Studies on the going-on COVID-19 pandemic face small sample issues. In this context, Bayesian estimation is considered a viable alternative to frequentist estimation. Demonstrating the Bayesian approach’s advantage in dealing with this problem, our research conducted a case study concerning ASEAN economic growth during the COVID-19 pandemic. By using Monte Carlo standard errors and interval hypothesis testing to check parameter bias within a Bayesian MCMC simulation study, the author obtained significant conclusions as follows: first, in insufficient sample sizes, in contrast to frequentist estimation, the Bayesian framework can offer meaningful results, that is, expansionary monetary and contractionary fiscal policies are positively associated with economic growth; second, in the face of a small sample, by incorporating more information into prior distributions for the model parameters, Bayesian Monte Carlo simulations perform so far better than naïve Bayesian and frequentist estimation; third, in case of a correctly specified prior, the inferences are robust to different prior specifications. The author strongly recommends applying specific informative priors to Bayesian analyses, particularly in small sample investigations.

show abstract

Factors Affecting the Downsizing of Small and Medium Enterprises in Vietnam

Thạch

Diep

2022

Studies in Systems, Decision and Control

View full text Add to dashboard Cite

The Determinants of Non-interest Income of Banks with Dominant State Capital in Vietnam

Cited by 3 publications

References 25 publications

CEO characteristics and bank stability: Evidence from an emerging economy

CEO characteristics and bank stability: Evidence from an emerging economy

Applying Monte Carlo Simulations to a Small Data Analysis of a Case of Economic Growth in COVID-19 Times

Factors Affecting the Downsizing of Small and Medium Enterprises in Vietnam

Contact Info

Product

Resources

About