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publications

Finance, Growth and (Macro)Prudential Policy: European Evidence

Published in Empirica, 2022

This paper examines the interactions between financial development, economic growth and (macro)prudential policy on a sample of 12 euro area countries.

Recommended citation: Hodula, M. and Ngo, N.A., 2022. Finance, growth and (macro) prudential policy: European evidence. Empirica, 49(2), pp.537-571.
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Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies

Published in CNB Working Paper, 2023

This paper synthesises 3,175 estimates of the semi-elasticity of credit with respect to changes in the monetary policy rate from 91 vector autoregression studies.

Recommended citation: Bajzík, J., Janků, J., Malovaná, S., Moravcová, K. and Ngo, N.A., 2023. Monetary Policy Has a Long-Lasting Impact on Credit: Evidence from 91 VAR Studies. CNB Working Paper no. 19/2023, Czech National Bank.
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Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements

Published in CNB Working Paper / BOFIT Discussion Paper, 2024

This paper provides a literature review on the main transmission channels of geopolitical risks to macro-financial stability.

Recommended citation: Hodula, Martin; Janků, Jan; Malovaná, Simona; Ngo, Ngoc Anh (2024) : Geopolitical risks and their impact on global macro-financial stability: Literature and measurements, BOFIT Discussion Papers, No. 9/2024, Bank of Finland, Bank of Finland Institute for Emerging Economies (BOFIT), Helsinki,
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Does Macroprudential Policy Leak? Evidence from Shadow Bank Lending in EU Countries

Published in Economic Modelling, 2024

This paper examines reallocation of credit intermediation from traditional banking to non-bank financial intermediaries in the EU following a macroprudential policy action.

Recommended citation: Hodula, M. and Ngo, N.A., 2024. Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. Economic Modelling, 132, p.106657.
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Easing of Borrower-Based Measures: Evidence from Czech Loan-Level Data

Published in Journal of Banking and Finance, 2025

This paper analyses changes in residential mortgage credit and borrower characteristics in the Czech Republic following an easing of borrower-based macroprudential measures.

Recommended citation: Hodula, M., Pfeifer, L. and Ngo, N.A., 2025. Easing of Borrower-Based Measures: Evidence from Czech Loan-Level Data. Journal of Banking & Finance, p.107489.
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teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

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Teaching experience 2

Workshop, University 1, Department, 2015