Determinants of risk premium of the Philippine local currency government bond market

• Main Author: Lo, Rome Augusta Joyce R.
• Format: text
• Language: English
• Published: Animo Repository 2020
• Subjects: Government securities—Philippines; Rational expectations (Economic theory); Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_masteral/6212; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13298/viewcontent/Lo_RomeAugustaJoyce_11584793_Edited.pdf
• Institution: De La Salle University

This study investigated the factors affecting the variation of risk premium of Philippine government bonds issued in local currency from January 2010 to September 2019. These determinants are related with the changes in global and local macroeconomic fundamentals. In addition, this study also examin...