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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| 主要作者: | |
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| 格式: | text |
| 語言: | English |
| 出版: |
Animo Repository
2016
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| 主題: | |
| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_bachelors/2690 |
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| 機構: | De La Salle University |
| 語言: | English |