Tóm tắt:

Tài liệu tham khảo:

1. Abuzayed, B., Al-Fayoumi, N., & Molyneux, P. (2018). Diversification and Bank Stability in the GCC. Journal of International Financial Markets Institutions and Money 57, 17-43.
2. Adrian, T., & Liang, N. (2018).  Monetary Policy, Financial Conditions, and Financial Stability. International Journal of Central Banking, 14(1), 73-131.
3. Allen, F., & Douglas, G. (2000). Bubbles and crises. Economic Journal, 110(460), 236–255.
4. Allen, W. A., & Wood, G. (2006). Defining and achieving financial stablility. Journal of Financial Stablility, 2(2), 152-172.
5. Altunbas, Y., Binici, M., & Gambacorta, L. (2018). Macroprudential policy and bank risk. Journal of International Money and Finance, 81, 203-220.
6. Angeloni, I., Faia, E., & Lo Duca, M. (2015). Monetary policy and risk taking. Journal of Banking & Finance, 37(3), 799-813.
7. Anh, L. H., Vladik, K, & Thach, N. N. (2018). Econometrics for Financial Applications. Cham: Springer.
8. Anh, T. T, Vladik, K., & Thach N. N. (2019). Decision Making Under Interval Uncertainty: Beyond Hurwicz Pessimism-Optimism Criterion. In Beyond Traditional Probabilistic Methods in Economics, ECONVN 2019, Studies in Computational Intelligence. Edited by Vladik Kreinovich, Nguyen Ngoc Thach, Nguyen Duc Trung and Dang Van Thanh. Cham: Springer 809.
9. Ball, L. (2011). Money, banking and financial markets. Macmillan.
10. Bank of England:  Financial Stability Report, June (2009) https://www.bankofengland.co.uk/-/media/boe/files/financial-stability-report/2009/june2009.pdf?la=en&hash=093EA962436560768C9F07249324CEC867506158.
11. Beau, D., Clerc, L., & Mojon, B. (2011). Macro-prudential Policy and the Conduct of Monetary Policy, Bank of France Occasional Paper 8 (Paris: Banque de France).
12. Borio, C., Drehmann, M., & Tsatsaronis, K. (2011). Anchoring Countercyclical Capital Buffers: The Role of Credit Aggregates. International Journal of Central Banking 7(4), 189–240.
13. Briggs, W. M. & Hung, T. N. (2019). Clarifying ASA’s view on P-values in hypothesis testing. Asian Journal of Economics and Banking, 3(2), 1-16.
14. Bruno, V., Shim, I., Shin, H. S (2017). Comparative assessment of macroprudential policies. Journal of Financial Stability, 28, 183-202.
15. Cecchetti, S. G., Schoenholtz, K. L., & Fackler, J. (2006). Money, Banking, and Financial Markets. McGraw-Hill Education.
16. Chen, M., Wu, J., Jeon, B. N., & Wang, R. (2017). Monetary policy and bank risk-taking: Evidence from emerging economies. Emerging Markets Review, 31, 116-140.
17. Clement, P. (2010). The term “Macroprudential”: Origins and evolution. BIS. Quarterly Review 1, 59 – 67.
18. Dell’Ariccia, G., Laeven, L., & Suarez, G. A. (2013). Bank leverage and monetary policy’s risk-taking channel: Evidence from the United States. Mimeo. IMF
19. Dell’Ariccia, G., Igan, D., Laeven, L., & Tong, H. (2012). Credit booms and lending standards: Evidence from the subprime mortgage market. Journal of Money, Credit and Banking, 44(2 – 3), 367-384.
20. Dumičić, M. (2017). A Brief Introduction to the World of Macroprudential Policy. Journal of Central Banking Theory and Practice, 1, 87-109.
21. European central bank (2010).  Financial Stability Review, June 2010. https://www.ecb.europa.eu/pub/pdf/fsr/financialstabilityreview201006en.pdf.
22. European Central Bank. (2009). Recent developments in the balance sheets of the Eurosystem, the Federal Reserve System and the Bank of Japan. ECB Monthly Bulletin (October): 81-94. 
23. Freixas, X., Laeven, L., Peydró, J-L. (2016). Systemic Risk, Crises, and Macroprudential Regulation.  The MIT Press.
24. FSB, IMF & BIS (2011). Macroprudential policy tools and frameworks update to G20 Finanance Ministers and Central Bank Governors.
25. Gambacorta, L., & Murcia, A. (2019). The impact of macroprudential policies in Latin America: an empirical analysis using credit registry data. Journal of Financial Intermediation, forthcoming.
26. Gertler, M., & Gilchrist, S. (1994). Monetary policy, business cycles, and the behavior of small manufacturing firms. Quarterly Journal of Economics, 109(2), 309-340.
27. Gertler, M., & Karadi, P. (2013). Qe 1 vs. 2 vs. 3...: A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool. International Journal of Central Banking 9 (S1), 5–53.
28. Goodhart, C. Tsomocos, D. P., & Vardoulakis, A. (2009). Foreclosures, monetary policy and financial stability. Conference proceedings of the 10th International Academic Conference on Economic and Social Development, Moscow.
29. Greenwood, R., & Hanson, S. G. (2013). Issuer Quality and Corporate Bond Returns. Review of Financial Studies 26(6), 1483-1525.
30. Hung, N. T., & Thach, N. N. (2018). A Panorama of Applied Mathematical Problems in Economics. Thai Journal of Mathematics, Special Issue: Annual Meeting in Mathematics, 17(1), 1-20.
31. Hung, N. T., & Thach, N. N.. (2019). A Closer Look at the Modeling of Economics Data. In Beyond Traditional Probabilistic Methods in Economics, ECONVN 2019, Studies in Computational Intelligence. Edited by Kreinovich V., N. Thach, N. Trung and Van Thanh D. Cham: Springer, 809. 
32. Hung, N. T., Songsak, S., & Thach, N. N. (2019). On Quantum Probability Calculus for Modeling Economic Decisions. In Structural Changes and their Econometric Modeling, TES 2019, Studies in Computational Intelligence. Edited by Kreinovich V. and S. Sriboonchitta. Cham: Springer, 808, 18–34.
33. Hung, N. T., Trung, N. D., & Thach, N. N. (2019). Beyond Traditional Probabilistic Methods in Econometrics. In Beyond Traditional Probabilistic Methods in Economics, ECONVN 2019, Studies in Computational Intelligence. Edited by Vladik Kreinovich, Nguyen Ngoc Thach, Nguyen Duc Trung and Dang Van Thanh. Cham: Springer, 809.
34. Illing, G. (2007). Financial stability and monetary policy ― a framework. CESifo Working Paper, no 1971.
35. International Monetary Fund. (2009). Global Financial Stability Report. Washington, DC: IMF.
36.  International Monetary Fund. (2020). Financial Soundness Indicators (FSIs). https://data.imf.org/?sk=51B096FA-2CD2-40C2-8D09-0699CC1764DA.
37. Jahan, S. (2014).  Inflation Targeting: Holding the Line Finance & Development: International Monetary Funds.
38. Kogar, C. (2006). Assessment of financial stability at the Central Bank of Turkey. Materials prepared for the conference. Istanbul
39. Mishkin, F. S. (2012). The economics of money, banking and financial markets: Pearson education.
40. Ngalawa, H., Tchana, F. T., & Viegi, N. (2016). Banking Instability and Deposit Insurance: The Role of Moral Hazard. Journal of Applied Economics 19(2), 323-350.
41. Ngambou, D. M. J. (2019). Re-exploring the nexus between monetary policy and bank’s risk-taking. Economic Modelling.
42. Nier, E., Kang, H. (2016). Monetary and macroprudential policies – exploring interactions. BIS paper No 86, 27-38.
43. Padoa-Schioppa, T.  (2003). Central banks and financial stability: exploring the land in between. V Gaspar, P Hartmann and O Sleijpen (eds), The transmission of the European financial system, European Central Bank.
44. Pan, H., & Wang, C. (2013). House prices, bank instability, and economic growth: Evidence from the threshold model. Journal of Banking & Finance, 37(5), 1720-1732.
45. Schinasi, G. (2004). Safeguarding financial stability, theory and practice. IMF Working Papers, 04/101.
46. Sriboonchitta, Songsak, Hung T. Nguyen, Olga Kosheleva, Vladik Kreinovich, & Thach Ngoc Nguyen. (2019). Quantum Approach Explains the Need for Expert Knowledge: On the Example of Econometrics. In Structural Changes and Their Econometric Modeling, TES 2019, Studies in Computational Intelligence. Edited by Vladik Kreinovich, Songsak Sriboonchitta. Cham: Springer 808.
47. Svitek, M., Kosheleva, O., Kreinovich, V., & Thach, N.N. (2019). Why Quantum (Wave Probability) Models Are a Good Description of Many Non-quantum Complex Systems, and How to Go Beyond Quantum Models. Beyond Traditional Probabilistic Methods in Economics, 168-175.
48. Svítek, Miroslav, Olga Kosheleva, Vladik Kreinovich, & Thach Ngoc Nguyen. (2019). Why Quantum (Wave Probability) Models Are a Good Description of Many Non-quantum Complex Systems, and How to Go Beyond Quantum Models. In Beyond Traditional Probabilistic Methods in Economics, ECONVN 2019, Studies in Computational Intelligence. Edited by Kreinovich V., N. Thach, N. Trung and Van Thanh D. Cham: Springer 809.
49. Thach, N. N. (2020a). The Variable Elasticity of Substitution Function and Endogenous Growth: An Empirical Evidence from Vietnam. International Journal of Economics and Business Administration VIII: 263–77.
50. Thach, N. N. (2020b). How to Explain when the ES is Lower than One? A Bayesian Nonlinear Mixed-effects Approach. Journal of Risk and Financial Management 13: 21.
51. Thach, N. N., Anh, L. H., & An, P. T. H. (2019). The Effects of Public Expenditure on Economic Growth in Asia Countries: A Bayesian Model Averaging Approach. Asian Journal of Economics and Banking 3: 126-149.
52. Thach, N. N., Oanh, T. T. K., Anh, L. H., Phong, P. T., Viet, Đ. V., Lien, L. T. K., An, T. B., Dung, Đ. T., Hau, N. T., & Chuong, H. N. (2017). Mối quan hệ giữa chính sách tài khóa và chính sách an toàn vĩ mô trong việc ổn định tài chính tại Việt Nam. Đề tài khoa học và công nghệ. Mã số ĐHNH 033/16.
53. Vandenbussche, J., Vogel, U., & Detragiache, E. (2015). Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe. Journal of Money, Credit and Banking 47(51), 343-377.
54. Vladik Kreinovich, Nguyen Ngoc Thach, Nguyen Duc Trung, & Dang Van Thanh, eds (2019). Beyond Traditional Probabilistic Methods in Economics. Cham: Springer.
55. World Bank (2020). World Development Indicators. http://datatopics.worldbank.org/worlddevelopment-indicators/.
56. Yeyati, E., & Sturzenegger, F. (2010). Monetary and Exchange Rate policies. Handbook of Development Economics, 5, 4215-4281.
57. Zhang, Y. & Tressel, T. (2017). Effectiveness and channels of macroprudential policies: Lessons from the Euro area. Journal of Financial Regulation and Compliance, 25(3), 271-306.

Abstract: