Relationship between macroeconomic variables and stock market indices: Cointegration evidence from Philippine Stock Exchange's commercial, industrial, mining, and oil sector indices
Saved in:
Main Authors: | Aquino, Angelique A., Dominguez, Kyle Mark Andrei F., Mancia, Scott Ryle D., Puray, Karyll Ann Y. |
---|---|
Format: | text |
Language: | English |
Published: |
Animo Repository
2011
|
Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/9007 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Language: | English |
Similar Items
-
Cointegration analysis between SES all-s indices and macroeconomic variables.
by: Mohamad Atkin Hamzah., et al.
Published: (2008) -
Cointegration relationship and switching volatility levels of stock indices: Empirical evidence from Southeast Asian markets
by: Cervantes, Jeremy B., et al.
Published: (2014) -
Cointegration analysis of the relations between macroeconomic variables and the China stock market
by: Yang, Jianwei
Published: (2008) -
The Cointegration test for macroeconomic variables and the stock market index: evidence from the stock exchange of Thailand
by: Jun Jiang
Published: (2015) -
Granger causality between stock market and selected macroeconomic indicators: Evidence from the Philippines
by: Bardullas, Kenneth Richard O., et al.
Published: (2023)