The dynamic relationship of gold price, oil price, exchange rate and Philippine stock market returns

• Main Authors: Gan, Sanmae U., Ngo, Jan Louie T., Say, Solomon P., Tan, Ron Erich O.
• Format: text
• Language: English
• Published: Animo Repository 2014
• Subjects: Foreign exchange rates > Philippines; Gold; Petroleum products > Prices > Philippines; Stock exchanges > Philippines
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/7762
• Institution: De La Salle University

The rise of globalization and the idea that different assets and economics are becoming more interconneced has led to the question as to how different asset classes such as gold, crude oil, exchange rates, and stock market returns affect each other throughout time. By being able to ascertain how the...