The relationship and cointegration of the Stock Indices, Foreign Exchange Rates, and Government Benchmark Bond yields through regression, causality, and cointegration analysis of selected ASEAN+3 markets for the period 2007-2014
This study focused on the relationship, causality, and cointegration of the stock indices, foreign exchange rates, and government benchmark fond yields of each of the selected ASEAN + 3 member states and as a whole.The study used OLS multivariate regression, Granger causality test and Johansen test...
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| Format: | text |
| Language: | English |
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Animo Repository
2015
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18068 |
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| Institution: | De La Salle University |
| Language: | English |