Granger causality between stock market and selected macroeconomic indicators: Evidence from the Philippines
This study utilizes the Toda-Yamamoto (1995) method to evaluate the Granger causality between the Stock Market index and a few macroeconomic indices. The Philippine Stock Exchange index (PSEi), which represents the stock market, is the subject of this study, which focuses on monthly data from Januar...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2023
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etdb_finman/57 |
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| Institution: | De La Salle University |
| Language: | English |