The effects of the 2008 financial crisis in the Philippine Stock Exchange from 2006-2015: Modelling stock market volatility using sector indices with an application of Garch, Egarch, and Tgarch models

The effects of the 2008 financial crisis in the Philippine Stock Exchange from 2006-2015: Modelling stock market volatility using sector indices with an application of Garch, Egarch, and Tgarch models

This paper examines sector specific volatility in order to determine how different sectors respond to volatility shocks within the same equity market. The Philippine Stock exchange (PSE) Index Series, composed of the PSEI Index and sector indices, is utilized for this study. Volatility is modeled us...

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書目詳細資料
主要作者:	Francia, Nina Luz V.
格式:	text
語言:	English
出版:	Animo Repository 2016
主題:	Financial crises > Philippines Stock exchanges > Philippines Finance and Financial Management
在線閱讀:	https://animorepository.dlsu.edu.ph/etd_bachelors/2689
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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