The quantile relationship of Philippine equities and foreign exchange rates

• المؤلف الرئيسي: Manalang, Veronica S.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2016
• الموضوعات: Stocks > Philippines; Foreign exchange rates > Philippines; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/2690
• المؤسسة: De La Salle University

This paper aims to establish the link between the stock market and foreign exchange market of the Philippines. To fulfill such, the study establishes direction of causality and applied the Quantile Regression model to observe the daily returns of the Philippine Stock Exchange Index and Foreign Excha...