A causality test on the relations between and among unemployment rate and 91-day treasury bill interest rates, foreign portfolio inflow and stock index return in the Philippines for the period of 1991-2005
This study used the application of Granger causality test on unemployment and the financial markets' performance based on three financial indicators--91-day treasury bill rates, stock market return, and foreign portfolio investment. Findings showed that unemployment rates Granger causes 91-dy t...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2006
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18303 |
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| Institution: | De La Salle University |
| Language: | English |