The quantile relationship of Philippine equities and foreign exchange rates

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...

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Bibliographic Details
Main Author: Manalang, Veronica S.
Format: text
Language:English
Published: Animo Repository 2016
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/2690
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Institution: De La Salle University
Language: English