The influence of macroeconomic factors on PSE sectoral indices: A structural equation model approach
This study investigates whether macroeconomic factors under Business Activity (EA), Consumer Activity (CA) and Monetary Policy (MP) could influence the performance of Philippine stock market. Sector indices from the period of 2006 to 2018 were used to measure the overall performance of the Philippin...
Saved in:
Main Author: | Fernandez, Noime B. |
---|---|
Format: | text |
Language: | English |
Published: |
Animo Repository
2019
|
Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/7023 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Language: | English |
Similar Items
-
A study on the relationship of macroeconomic variables and financial ratios on stock prices of publicly listed oil exploration companies in the Philippine Stock Exchange for the period 2006-2010
by: Cadiz, Venice, et al.
Published: (2011) -
Influence of selected local and foreign macroeconomic events on the stock market: Empirical evidence from the Philippine stock market
by: Carino, Camille Joy F., et al.
Published: (2014) -
Relationship between macroeconomic variables and stock market indices: Cointegration evidence from Philippine Stock Exchange's commercial, industrial, mining, and oil sector indices
by: Aquino, Angelique A., et al.
Published: (2011) -
Assessing the volatility among selected stock market indices in the different sectors of the Philippine Stock Exchange using autoregressive conditional heteroscedasticity (ARCH-type) models
by: Kim, Gyeong Hui, et al.
Published: (2014) -
Testing for a short-run and long-run relationship between the US dollar-Philippine peso exchange rate and the stock price indices of the different sectors in the Philippine stock market using error correction model
by: De Gracia, Jedidiah, et al.
Published: (2005)