A causal test on the relations among selected stock returns, 91-day t-bill interest rates, and inflation: An application of Granger causality (1995-1999)
The primary concern of this study is to examine the causal relation between the selected economic indicators namely the variable Stock Returns, Inflation rates and 91-day treasury bill Interest rates for the Philippines. The exercise used a causality model made by C.W. Granger to jointly examine the...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2000
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| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/17049 |
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| Institution: | De La Salle University |
| Language: | English |