A study on the relationship of stock market index price, foreign exchange rate, and interest rate swap (IRS) rate to sovereign credit default swap spreads (CDS) of Vietnam, Indonesia and Philippines (VIP) for the years 2007-2011

• المؤلفون الرئيسيون: Castro, Cyrill Rhojiemel P., Nocon, Karen Chaesei H., Ochavo, Grace Z., Umali, Krizzia A.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2013
• الموضوعات: Stocks > Prices; Foreign exchange rates; Interest rate swaps; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/18534
• المؤسسة: De La Salle University

This study examined the relationship between the independent variables, namely, the stock market index price, foreign exchange rate, and interest rate swap (IRS) rates, with the dependent variable, the sovereign CDS spreads, of countries Vietnam, Indonesia, and Philippines for the years 2007-2011 us...