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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Main Authors: | Castro, Cyrill Rhojiemel P., Nocon, Karen Chaesei H., Ochavo, Grace Z., Umali, Krizzia A. |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2013
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18534 |
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Institution: | De La Salle University |
Language: | English |
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