The impact of the movement in repurchase rate, reverse repurchase rate, treasury bill rate, and treasury bond rate on common stock returns of banks listed in the Philippine Stock Exchange (2010-2014)

• Main Authors: Chu, Erica Leona T., Gomez, Chelsea Julia M., Manuel, Maria Nichole C., Vitug, Joseph Anthony J.
• Format: text
• Language: English
• Published: Animo Repository 2016
• Subjects: Rate of return; Stock exchanges; Investments, Foreign > Effect of stock prices on > Econometric models; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/11388
• Institution: De La Salle University

Stock returns are undoubtedly affected by various macroeconomic factors. Existing literature points to foreign direct investment, exchange rate, and interest rates as some of the factors. This paper focused on how interest rates affect stock returns. This study aimed to establish a significant relat...