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
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...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2016
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/7870 |
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| Institution: | De La Salle University |
| Language: | English |