Examining the relationship between the equities and government securities in the Philippine market from 2009 to 2015: A vector autoregression and granger causality test approach

• المؤلفون الرئيسيون: Dy, Anne Janelle, Ng, Hillary Alexis, Novicio, Claude Nicole, Oba, Alessandra Danielle
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2016
• الموضوعات: Government securities Philippines; Stocks > Philippines; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/7870

This study determines the liquidity relationship between the equities and government securities market from 2009 to 2015 through variables liquidity, return and volatility incorporated in the vector autoregressive model and granger causality test. Significant relationships are found between the vari...