A Macro-Finance Model of Government Bonds Yields in Vietnam
Author
Abstract
Suggested Citation
Note: View the original document on HAL open archive server: https://hal.science/hal-03133807
Download full text from publisher
References listed on IDEAS
- Ly Dai Hung, 2020.
"Public Safe Assets Determination,"
Global Economic Review, Taylor & Francis Journals, vol. 49(4), pages 350-368, October.
- Ly Dai Hung, 2018. "Public Safe Assets Determination," Working Papers hal-01935126, HAL.
- Nicolas Coeurdacier & Stéphane Guibaud & Keyu Jin, 2015.
"Credit Constraints and Growth in a Global Economy,"
American Economic Review, American Economic Association, vol. 105(9), pages 2838-2881, September.
- Stephane Guibaud & Keyu Jin & Nicolas Coeurdacier, 2011. "Credit Constraints and Growth in a Global Economy," 2011 Meeting Papers 1040, Society for Economic Dynamics.
- Coeurdacier, Nicolas & Guibaud, Stéphane & Jin, Keyu, 2015. "Credit constraints and growth in a global economy," LSE Research Online Documents on Economics 62016, London School of Economics and Political Science, LSE Library.
- Nicolas Coeurdacier & Stéphane Guibaud & Keyu Jin, 2012. "Credit Constraints and Growth in a Global Economy," Working Papers hal-03473915, HAL.
- Guibaud, Stéphane & Coeurdacier, Nicolas & Jin, Keyu, 2012. "Credit Constraints and Growth in a Global Economy," CEPR Discussion Papers 9109, C.E.P.R. Discussion Papers.
- Nicolas Coeurdacier & Stéphane Guibaud & Keyu Jin, 2012. "Credit Constraints and Growth in a Global Economy," SciencePo Working papers Main hal-03473915, HAL.
- Nicolas Coeurdacier & Stéphane Guibaud & Keyu Jin, 2015. "Credit Constraints and Growth in a Global Economy," Post-Print hal-03392968, HAL.
- Jin, Keyu & Guibaud, Stéphane & Coeurdacier, Nicolas, 2013. "Credit constraints and growth in a global economy," LSE Research Online Documents on Economics 54261, London School of Economics and Political Science, LSE Library.
- Nicolas Coeurdacier & Stéphane Guibaud & Keyu Jin, 2015. "Credit Constraints and Growth in a Global Economy," SciencePo Working papers Main hal-03392968, HAL.
- Jin, Keyu & Guibaud, Stéphane & Coeurdacier, Nicolas, 2011. "Credit constraints and growth in a global economy," LSE Research Online Documents on Economics 35706, London School of Economics and Political Science, LSE Library.
- Ly Dai Hung, 2021.
"Output-inflation Trade-off in the Presence of Foreign Capital: Evidence for Vietnam,"
South Asian Journal of Macroeconomics and Public Finance, , vol. 10(2), pages 179-192, December.
- Ly Dai Hung, 2019. "Output-Inflation Trade-Off in the Presence of Foreign Capital: Evidence for Vietnam," Working Papers hal-03112746, HAL.
- Maurice Obstfeld & Jonathan D. Ostry & Mahvash S. Qureshi, 2019.
"A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies,"
The Review of Economics and Statistics, MIT Press, vol. 101(2), pages 279-293, May.
- Obstfeld, Maurice & Ostry, Jonathan D. & Qureshi, Mahvash S., 2017. "A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies," CEPR Discussion Papers 12093, C.E.P.R. Discussion Papers.
- Mr. Maurice Obstfeld & Mr. Jonathan David Ostry & Mahvash S Qureshi, 2017. "A Tie That Binds: Revisiting the Trilemma in Emerging Market Economies," IMF Working Papers 2017/130, International Monetary Fund.
- Emmanuel Farhi & Matteo Maggiori, 2018.
"A Model of the International Monetary System,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 295-355.
- Matteo Maggiori & Emmanuel Farhi, 2015. "A Model of the International Monetary System," Working Paper 349586, Harvard University OpenScholar.
- Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," NBER Working Papers 22295, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," 2016 Meeting Papers 1543, Society for Economic Dynamics.
- Emmanuel Farhi & Matteo Maggiori, 2016. "A Model of the International Monetary System," Working Paper 395971, Harvard University OpenScholar.
- Matteo Maggiori & Emmanuel Farhi, 2016. "A Model of the International Monetary System," Working Paper 395921, Harvard University OpenScholar.
- Maggiori, Matteo & Farhi, Emmanuel, 2016. "A Model of the International Monetary System," CEPR Discussion Papers 11297, C.E.P.R. Discussion Papers.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2019.
"A Model of Safe Asset Determination,"
American Economic Review, American Economic Association, vol. 109(4), pages 1230-1262, April.
- Zhiguo He & Arvind Krishnamurthy & Konstantin Milbradt, 2016. "A Model of Safe Asset Determination," NBER Working Papers 22271, National Bureau of Economic Research, Inc.
- Dieppe, Alistair & van Roye, Björn & Legrand, Romain, 2016. "The BEAR toolbox," Working Paper Series 1934, European Central Bank.
- Ly Dai Hung & Hoan Nguyen Thi Thuy, 2020.
"International capital flows in club of convergence,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(8), pages 1401-1420, November.
- Ly Dai Hung & Nguyen Thi Thuy Hoan, 2018. "International Capital Flows in Club of Convergence," Working Papers hal-01935173, HAL.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ly Dai Hung, 2021.
"External Debts and Economic Growth when Debt Rating Matters,"
Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 1-26, October.
- Ly Dai Hung, 2021. "External Debts and Economic Growth when Debts Rating Matters," Working Papers hal-03277527, HAL.
- Ly Dai Hung, 2020. "International Public Capital Flows," Working Papers hal-03090656, HAL.
- Ly Dai Hung, 2021. "Economic Growth with Public and Foreign Investment in Vietnam," Working Papers hal-03241846, HAL.
- Mika Nieminen, 2017. "Patterns of international capital flows and their implications for developing countries," WIDER Working Paper Series wp-2017-171, World Institute for Development Economic Research (UNU-WIDER).
- Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019.
"The Rise of the Dollar and Fall of the Euro as International Currencies,"
AEA Papers and Proceedings, American Economic Association, vol. 109, pages 521-526, May.
- Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018. "The Rise of the Dollar and Fall of the Euro as International Currencies," CEPR Discussion Papers 13410, C.E.P.R. Discussion Papers.
- Matteo Maggiori & Brent Neiman & Jesse Schreger, 2018. "The Rise of the Dollar and Fall of the Euro as International Currencies," NBER Working Papers 25410, National Bureau of Economic Research, Inc.
- Gerding, Felix & Hartley, Jonathan S., 2024. "De-dollarization? Not so fast," Economics Letters, Elsevier, vol. 238(C).
- Ly Dai Hung, 2022. "Economic Growth and Inflation Tradeoffs within Global Stagflation: Evidence in Vietnam Economy," Working Papers hal-03774248, HAL.
- Jiang, Zhengyang, 2021. "US Fiscal cycle and the dollar," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 91-106.
- Le Grand, François & Ragot, Xavier, 2021.
"Sovereign default and liquidity: The case for a world safe asset,"
Journal of International Economics, Elsevier, vol. 131(C).
- François Le Grand & Xavier Ragot, 2017. "Sovereign Default and Liquidity: the Case for a World Safe Asset," SciencePo Working papers hal-03471758, HAL.
- François Le Grand & Xavier Ragot, 2021. "Sovereign Default and Liquidity: The Case for a World Safe Asset," Post-Print hal-03501397, HAL.
- François Le Grand & Xavier Ragot, 2021. "Sovereign Default and Liquidity: The Case for a World Safe Asset," SciencePo Working papers Main hal-03501397, HAL.
- François Le Grand & Xavier Ragot, 2017. "Sovereign Default and Liquidity: the Case for a World Safe Asset," SciencePo Working papers Main hal-03471758, HAL.
- François Le Grand & Xavier Ragot, 2017. "Sovereign Default and Liquidity: the Case for a World Safe Asset," Working Papers hal-03471758, HAL.
- François Le Grand & Xavier Ragot, 2021. "Sovereign default and liquidity : The case for a world safe asset," Post-Print hal-03188242, HAL.
- Tao Liu & Dong Lu & Liang Wang, 2023. "Hegemony or Harmony? A Unified Framework for the International Monetary System," Working Papers 202305, University of Hawaii at Manoa, Department of Economics.
- Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019.
"The International Monetary and Financial System,"
Annual Review of Economics, Annual Reviews, vol. 11(1), pages 859-893, August.
- Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019. "The International Monetary and Financial System," NBER Working Papers 25782, National Bureau of Economic Research, Inc.
- Rey, Hélène & Gourinchas, Pierre-Olivier & Sauzet, Maxime, 2019. "The International Monetary and Financial System," CEPR Discussion Papers 13714, C.E.P.R. Discussion Papers.
- Gourinchas, Pierre-Olivier & Rey, Hélène & Sauzet, Maxime, 2019. "The International Monetary and Financial System," Department of Economics, Working Paper Series qt19n967tz, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
- Ly Dai Hung & Nguyen Thi Thuy Hoan, 2022.
"International Capital Flows When Safe Assets Scarcity Matters,"
South Asian Journal of Macroeconomics and Public Finance, , vol. 11(2), pages 151-167, December.
- Ly Dai Hung & Hoan Nguyen Thi Thuy, 2020. "International Capital Flows When Safe Assets Scarcity Matters," Working Papers hal-03112750, HAL.
- Ly Dai Hung, 2022.
"Exchange Rate Risk Premium in Vietnam,"
Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, vol. 59(2), pages 301-315, December.
- Ly Dai Hung, 2019. "Exchange Rate Risk Premium in Vietnam," Working Papers hal-03126494, HAL.
- Christopher Clayton & Amanda Dos Santos & Matteo Maggiori & Jesse Schreger, 2022.
"Internationalizing Like China,"
NBER Working Papers
30336, National Bureau of Economic Research, Inc.
- Clayton, Christopher & Santos, Amanda Dos & Maggiori, Matteo & Schreger, Jesse, 2022. "Internationalizing Like China," SocArXiv r2msa, Center for Open Science.
- Sushant Acharya & Keshav Dogra, 2022.
"The Side Effects of Safe Asset Creation,"
Journal of the European Economic Association, European Economic Association, vol. 20(2), pages 581-625.
- Keshav Dogra & Sushant Acharya, 2017. "The Side Effects of Safe Asset Creation," 2017 Meeting Papers 1453, Society for Economic Dynamics.
- Acharya, Sushant & Dogra, Keshav, 2020. "The Side Effects of Safe Asset Creation," CEPR Discussion Papers 14440, C.E.P.R. Discussion Papers.
- Sushant Acharya & Keshav Dogra, 2021. "The Side Effects of Safe Asset Creation," Staff Working Papers 21-34, Bank of Canada.
- Sushant Acharya & Keshav Dogra, 2018. "The side effects of safe asset creation," Staff Reports 842, Federal Reserve Bank of New York.
- Ly Dai Hung & Bui Thi Hai Anh & Vo Tri Thanh, 2022.
"International Debts Flows,"
Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-22, June.
- Ly Dai Hung & Hai Anh Bui Thi & Thanh Vo Tri, 2021. "International Debts Flows," Working Papers hal-03129122, HAL.
- Gita Gopinath & Jeremy C Stein, 2021.
"Banking, Trade, and the Making of a Dominant Currency,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(2), pages 783-830.
- Gita Gopinath & Jeremy C. Stein, 2018. "Banking, Trade, and the making of a Dominant Currency," NBER Working Papers 24485, National Bureau of Economic Research, Inc.
- Ly Dai Hung, 2022. "External Debts and Trade Balance: An International Evidence," Working Papers hal-03863192, HAL.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2021.
"Foreign Safe Asset Demand and the Dollar Exchange Rate,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1049-1089, June.
- Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Papers 24439, National Bureau of Economic Research, Inc.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3621, Stanford University, Graduate School of Business.
- Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2019. "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers 3775, Stanford University, Graduate School of Business.
More about this item
Keywords
Government Bonds; Vector Autoregression; Macro-Finance;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-02-22 (Central and Western Asia)
- NEP-FDG-2021-02-22 (Financial Development and Growth)
- NEP-MAC-2021-02-22 (Macroeconomics)
- NEP-SEA-2021-02-22 (South East Asia)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:wpaper:hal-03133807. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.