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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Bibliographic Details
Main Authors: King, Ryan Paolo O., Lucila, Rachel Samantha E., Ortile, Isabella P., Recto, Marco Lorenzo A.
Format: text
Language:English
Published: Animo Repository 2017
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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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