Modeling interest rate volatility and stock return volatility: The case of the publicly listed banks in the Philippines
Unanticipated changes and volatilities in interest rate can significantly affect firms. This study investigates if unanticipated changes and volatilities of the 1-month, 3-month, 6-month, and 1-year treasury bill yield from March 19, 2007 to March 1, 2010 affect the daily common stock return of seve...
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Main Authors: | , |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2010
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18536 |
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Institution: | De La Salle University |
Language: | English |
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