The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies

This paper analyzed the impact of terrorist attacks in the Philippines and in the United Sates towards US dollar-PH peso exchange rate as well as its contagion effect towards ASEAN currencies. Previous studies stated that such events indeed had an impact with the exchange rate and significant crises...

Full description

Saved in:
Bibliographic Details
Main Authors: Canoza, Blessy Keith G., Dignadice, Joemarphy A., Gonzales, Marjo Kris A., Laxina, Steven Joseph D.
Format: text
Language:English
Published: Animo Repository 2017
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/7759
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: De La Salle University
Language: English
id oai:animorepository.dlsu.edu.ph:etd_bachelors-8404
record_format eprints
spelling oai:animorepository.dlsu.edu.ph:etd_bachelors-84042021-08-05T05:56:31Z The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies Canoza, Blessy Keith G. Dignadice, Joemarphy A. Gonzales, Marjo Kris A. Laxina, Steven Joseph D. This paper analyzed the impact of terrorist attacks in the Philippines and in the United Sates towards US dollar-PH peso exchange rate as well as its contagion effect towards ASEAN currencies. Previous studies stated that such events indeed had an impact with the exchange rate and significant crises created a contagion effect towards international markets. The study implemented GARCH (1, 1) model to determine the impact the terrorist attacks to the USD/PHP exchange rate as well as determining the contagion effect towards the ASEAN currencies. The results showed that terrorist attacks from both countries do not have a significant effect towards the USD/PH exchange rate. However, it showed that there is indeed a contagion effect towards a few ASEAN currencies. 2017-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/7759 Bachelor's Theses English Animo Repository Foreign exchange rates--Philippines Money--Philippines
institution De La Salle University
building De La Salle University Library
continent Asia
country Philippines
Philippines
content_provider De La Salle University Library
collection DLSU Institutional Repository
language English
topic Foreign exchange rates--Philippines
Money--Philippines
spellingShingle Foreign exchange rates--Philippines
Money--Philippines
Canoza, Blessy Keith G.
Dignadice, Joemarphy A.
Gonzales, Marjo Kris A.
Laxina, Steven Joseph D.
The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies
description This paper analyzed the impact of terrorist attacks in the Philippines and in the United Sates towards US dollar-PH peso exchange rate as well as its contagion effect towards ASEAN currencies. Previous studies stated that such events indeed had an impact with the exchange rate and significant crises created a contagion effect towards international markets. The study implemented GARCH (1, 1) model to determine the impact the terrorist attacks to the USD/PHP exchange rate as well as determining the contagion effect towards the ASEAN currencies. The results showed that terrorist attacks from both countries do not have a significant effect towards the USD/PH exchange rate. However, it showed that there is indeed a contagion effect towards a few ASEAN currencies.
format text
author Canoza, Blessy Keith G.
Dignadice, Joemarphy A.
Gonzales, Marjo Kris A.
Laxina, Steven Joseph D.
author_facet Canoza, Blessy Keith G.
Dignadice, Joemarphy A.
Gonzales, Marjo Kris A.
Laxina, Steven Joseph D.
author_sort Canoza, Blessy Keith G.
title The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies
title_short The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies
title_full The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies
title_fullStr The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies
title_full_unstemmed The threat of the unforseen: The impact of terrorist attacks on the US dollar-PH peso exchange rate and its contagion effect on the ASEAN currencies
title_sort threat of the unforseen: the impact of terrorist attacks on the us dollar-ph peso exchange rate and its contagion effect on the asean currencies
publisher Animo Repository
publishDate 2017
url https://animorepository.dlsu.edu.ph/etd_bachelors/7759
_version_ 1772834723474702336