Testing for a short-run and long-run relationship between the US dollar-Philippine peso exchange rate and the stock price indices of the different sectors in the Philippine stock market using error correction model
This study aims to test the long-run and short-run relation between the US-dollar-Philippine peso exchange rate and the different sectors in the Philippine stock market. An error correlation model (ECM) was used because the ECM can capture the partial adjustments one variable makes to a shock experi...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2005
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18325 |
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| Institution: | De La Salle University |
| Language: | English |