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...
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2017
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oai:animorepository.dlsu.edu.ph:etd_bachelors-69232021-07-17T10:19:03Z An empirical analysis on bank loans and stock prices Bae, Saerom. Cabanit, Anne Celine Decandido, Angela Eunhol, Kim 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. 2017-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/6279 Bachelor's Theses English Animo Repository Bank loans--Philippines Stocks--Prices-- Philippines Finance and Financial Management |
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De La Salle University |
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De La Salle University Library |
| continent |
Asia |
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Philippines Philippines |
| content_provider |
De La Salle University Library |
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DLSU Institutional Repository |
| language |
English |
| topic |
Bank loans--Philippines Stocks--Prices-- Philippines Finance and Financial Management |
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Bank loans--Philippines Stocks--Prices-- Philippines Finance and Financial Management Bae, Saerom. Cabanit, Anne Celine Decandido, Angela Eunhol, Kim An empirical analysis on bank loans and stock prices |
| description |
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. |
| format |
text |
| author |
Bae, Saerom. Cabanit, Anne Celine Decandido, Angela Eunhol, Kim |
| author_facet |
Bae, Saerom. Cabanit, Anne Celine Decandido, Angela Eunhol, Kim |
| author_sort |
Bae, Saerom. |
| title |
An empirical analysis on bank loans and stock prices |
| title_short |
An empirical analysis on bank loans and stock prices |
| title_full |
An empirical analysis on bank loans and stock prices |
| title_fullStr |
An empirical analysis on bank loans and stock prices |
| title_full_unstemmed |
An empirical analysis on bank loans and stock prices |
| title_sort |
empirical analysis on bank loans and stock prices |
| publisher |
Animo Repository |
| publishDate |
2017 |
| url |
https://animorepository.dlsu.edu.ph/etd_bachelors/6279 |
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