Will it matter?: An empirical analysis on how the period of presidential elections affect the stock market and the value of currency in the Philippines

• Main Authors: Castanos, Timothy Neal D., Peregrino, Marc Daniel D.
• Format: text
• Language: English
• Published: Animo Repository 2017
• Subjects: Stock exchanges and current events > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/9030
• Institution: De La Salle University

The research objective is to answer the question: How did the Philippine presidential elections from the year 1997-2016 affect the relationship of the Philippine Stock Market index and the Philippine peso against the U.S dollar? To empirically answer the question, the proponents used vector autoregr...