A study on seasonal and cyclical movements of 91-, 182-, and 364-day Philippine treasury bills for the period 1984-1999

• Main Authors: Bunggo, Andrew, Elbinias, Jose Romeo, Gonzales, Katrina Eleanor, Sy, Stephanie Katrina
• Format: text
• Language: English
• Published: Animo Repository 2000
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/16685
• Institution: De La Salle University

The objective of this study is to be able to find seasonal and cyclical movements in t-bill rates. In order to determine if 91-, 182-, and 364-day t-bill rates do have seasonal patterns, a tabulation of their proportions and significance tests concerning these proportions were done in order to prove...