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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Bibliographic Details
Main Authors: Chua, Gerry, Dejasco, Michelle, Go, Stephen, Santos, Jose Alberto
Format: text
Language:English
Published: Animo Repository 2006
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/18303
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Institution: De La Salle University
Language: English
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