How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012

How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012

This paper studies the effects of selected variables namely inflation rate, reverse repurchase agreement rate, reserve requirement rate, market liquidity and peso-dollar exchange rate on the rates of the 91-day, 182-day, and 364-day Philippine treasury bills using the ordinary least squares regressi...

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Main Authors: Chiong, John Paul L., Manio, Patricia Blanca G., Sy, Andromida Z., Tigas, Mark Chester F.
Format: text
Language:English
Published: Animo Repository 2014
Subjects:
Treasury bills > Philippines
Finance and Financial Management
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/18367
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Institution: De La Salle University
Language: English
id oai:animorepository.dlsu.edu.ph:etd_bachelors-18880
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spelling oai:animorepository.dlsu.edu.ph:etd_bachelors-188802022-02-03T03:31:59Z How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012 Chiong, John Paul L. Manio, Patricia Blanca G. Sy, Andromida Z. Tigas, Mark Chester F. This paper studies the effects of selected variables namely inflation rate, reverse repurchase agreement rate, reserve requirement rate, market liquidity and peso-dollar exchange rate on the rates of the 91-day, 182-day, and 364-day Philippine treasury bills using the ordinary least squares regression method. Results show that all variables, except reserve requirement for the 91-day maturity, affect the dependent variable across all maturities, reserve requirement and market liquidity affecting negatively while inflation, reserve repurchase agreement rate and dollar-peso exchange rate affecting treasury bill rates positively. 2014-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/18367 Bachelor's Theses English Animo Repository Treasury bills--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 Treasury bills--Philippines
Finance and Financial Management
spellingShingle Treasury bills--Philippines
Finance and Financial Management
Chiong, John Paul L.
Manio, Patricia Blanca G.
Sy, Andromida Z.
Tigas, Mark Chester F.
How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
description This paper studies the effects of selected variables namely inflation rate, reverse repurchase agreement rate, reserve requirement rate, market liquidity and peso-dollar exchange rate on the rates of the 91-day, 182-day, and 364-day Philippine treasury bills using the ordinary least squares regression method. Results show that all variables, except reserve requirement for the 91-day maturity, affect the dependent variable across all maturities, reserve requirement and market liquidity affecting negatively while inflation, reserve repurchase agreement rate and dollar-peso exchange rate affecting treasury bill rates positively.
format text
author Chiong, John Paul L.
Manio, Patricia Blanca G.
Sy, Andromida Z.
Tigas, Mark Chester F.
author_facet Chiong, John Paul L.
Manio, Patricia Blanca G.
Sy, Andromida Z.
Tigas, Mark Chester F.
author_sort Chiong, John Paul L.
title How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
title_short How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
title_full How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
title_fullStr How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
title_full_unstemmed How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
title_sort how selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
publisher Animo Repository
publishDate 2014
url https://animorepository.dlsu.edu.ph/etd_bachelors/18367
_version_ 1772835268000219136

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