Assessing Philippine stock market integration: Evidences from the 2008 credit crisis

• Main Authors: De Vera, Emmanuel Nikole, Wong, Billy Choi, Yatco, Francis, Yu, Desiree Joyce
• Format: text
• Language: English
• Published: Animo Repository 2010
• Subjects: Stock exchanges; Stock price indexes; Stocks > Prices; Stock exchanges > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18328
• Institution: De La Salle University

The paper aims to assess the existence of integration between the Philippine stock market and the ASEAN 5+3 and US stock markets. The researchers used both daily and weekly closing stock price indices of all nine (9) countries from January 2000 to January 2010. Testing will be done for the full samp...