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

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

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...

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Bibliographic Details
Main Authors: Castro, Cyrill Rhojiemel P., Nocon, Karen Chaesei H., Ochavo, Grace Z., Umali, Krizzia A.
Format: text
Language:English
Published: Animo Repository 2013
Subjects:
Stocks > Prices
Foreign exchange rates
Interest rate swaps
Finance and Financial Management
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/18534
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Institution: De La Salle University
Language: English

Internet

https://animorepository.dlsu.edu.ph/etd_bachelors/18534

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