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

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...

Full description

Saved in:
Bibliographic Details
Main Authors: Chua, Gerry, Dejasco, Michelle, Go, Stephen, Santos, Jose Alberto
Format: text
Language:English
Published: Animo Repository 2006
Subjects:
Unemployment > Philippines
Treasury bills > Philippines
Stock exchanges > Philippines
Finance and Financial Management
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/18303
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: De La Salle University
Language: English
id oai:animorepository.dlsu.edu.ph:etd_bachelors-18816
record_format eprints
spelling oai:animorepository.dlsu.edu.ph:etd_bachelors-188162022-01-31T02:15:27Z 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 Chua, Gerry Dejasco, Michelle Go, Stephen Santos, Jose Alberto 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 treasury bill rates and vice versa. On the other hand, stock market return Granger causes unemployment but not the other way around, while unemployment and foreign portfolio investment did not show a Granger causality result. These tests were done using quarterly Philippine data covering the period of 1991-2005. 2006-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/18303 Bachelor's Theses English Animo Repository Unemployment--Philippines Treasury bills--Philippines Stock exchanges--Philippines Finance and Financial Management
institution De La Salle University
building De La Salle University Library
continent Asia
country Philippines
Philippines
content_provider De La Salle University Library
collection DLSU Institutional Repository
language English
topic Unemployment--Philippines
Treasury bills--Philippines
Stock exchanges--Philippines
Finance and Financial Management
spellingShingle Unemployment--Philippines
Treasury bills--Philippines
Stock exchanges--Philippines
Finance and Financial Management
Chua, Gerry
Dejasco, Michelle
Go, Stephen
Santos, Jose Alberto
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
description 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 treasury bill rates and vice versa. On the other hand, stock market return Granger causes unemployment but not the other way around, while unemployment and foreign portfolio investment did not show a Granger causality result. These tests were done using quarterly Philippine data covering the period of 1991-2005.
format text
author Chua, Gerry
Dejasco, Michelle
Go, Stephen
Santos, Jose Alberto
author_facet Chua, Gerry
Dejasco, Michelle
Go, Stephen
Santos, Jose Alberto
author_sort Chua, Gerry
title 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
title_short 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
title_full 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
title_fullStr 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
title_full_unstemmed 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
title_sort 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
publisher Animo Repository
publishDate 2006
url https://animorepository.dlsu.edu.ph/etd_bachelors/18303
_version_ 1772835356090040320

Similar Items