Effects of natural disasters on financial, industrial, property and service indices and Philippine Stock Exchange index: A GARCH-M analysis
Saved in:
Main Authors: | Caspe, Christian A., Hinagod, Paul Romano S., Uy, Sean Wesley T., Zapata, John Vincent Z. |
---|---|
Format: | text |
Language: | English |
Published: |
Animo Repository
2015
|
Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18066 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Language: | English |
Similar Items
-
The effects of the 2008 financial crisis in the Philippine Stock Exchange from 2006-2015: Modelling stock market volatility using sector indices with an application of Garch, Egarch, and Tgarch models
by: Francia, Nina Luz V.
Published: (2016) -
Forecasting volatility of the six (6) different indices in the Philippine Stock Exchange with data from 2010 to 2013 using the GARCH model
by: Choa, Nicole Anne Marie Lim, et al.
Published: (2014) -
Cryptocurrencies in the Philippine financial landscape: Determining the effects of Philippine Stock Exchange index (PSEi) and other indices on the number of Bitcoin (BTC) transactions
by: Chua, Valerie Grace D., et al.
Published: (2016) -
Arriving at an optimal portfolio using financial indicators as criteria in the industrial sector of the Philippine Stock Exchange from the period 2005 to 2009
by: Cruz, Justin Andrew, et al.
Published: (2013) -
Impact of Global Financial Crisis on Islamic and Conventional Stocks in the GCC Stock Markets: An Application of ARCH and GARCH Methods
by: Raditya Sukmana, Dr., SE., M.A., et al.
Published: (2015)