Major market influencers: The co-integration of the Philippine stock market with the U.S. and selected Asian stock markets
This thesis investigated the stock market co-integration between the Philippines and the following countries: U.S., China, Hong Kong, Japan, and Singapore. The daily closing index levels of each stock market index were then divided into three sub-periods: pre-financial crisis (January 2002 to July 2...
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Main Authors: | King, Ryan Paolo O., Lucila, Rachel Samantha E., Ortile, Isabella P., Recto, Marco Lorenzo A. |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2017
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/8988 |
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Institution: | De La Salle University |
Language: | English |
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