Cointegration relationship and switching volatility levels of stock indices: Empirical evidence from Southeast Asian markets
This study seeks to investigate the relationship between Philippine stock market with the ASEAN 5 member countiries (i.e. Indonesia, Malaysia, Singapore, and Thailand) and with United States. The researchers used quantitative research approaches to explore integration, market efficiency, and volatil...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2014
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/9037 |
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| Institution: | De La Salle University |
| Language: | English |