An empirical analysis on bank loans and stock prices
The main objective of this paper is to find the dynamics of the effect of bank loans on the stock price index in the Philippines. The paper used quarterly growth rate of the data with a period from 2002 to 2016. The paper used different methods, these are the augmented Dickey Fuller test, Johansen c...
محفوظ في:
| المؤلفون الرئيسيون: | , , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Animo Repository
2017
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://animorepository.dlsu.edu.ph/etd_bachelors/6279 |
| الوسوم: |
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| الملخص: | The main objective of this paper is to find the dynamics of the effect of bank loans on the stock price index in the Philippines. The paper used quarterly growth rate of the data with a period from 2002 to 2016. The paper used different methods, these are the augmented Dickey Fuller test, Johansen cointegration test, vector autoagression (VAR) which is under the error correction model (ECM), and granger causality. The researchers were able to find out that the relationship between bank loans and stock prices is not significant. |
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