The effects of volatility in interest rates and foreign exchange rates on the volatility of stock returns for the years 1988 to 2004

• Main Authors: Ballesteros, Karlo Manuel J., Cocadiz, Vizhamel V., Serantes, Christian D.
• Format: text
• Language: English
• Published: Animo Repository 2005
• Subjects: Interest rates > Philippines; Foreign exchange rates > Philippines; Stock exchanges > Philippines
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/7975
• Institution: De La Salle University

The primary concern of this study is to examine the relationship between the volatility of stock returns (dependent variable) and selected economic indicators namely, foreign exchange rates and interest rates (independent variables) for the period 1988-2004. Using the method of multiple regression t...