Granger causality between stock market and selected macroeconomic indicators: Evidence from the Philippines

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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書目詳細資料
Main Authors:	Bardullas, Kenneth Richard O., Co, Vinzze Joseph T., Leung, Aaron Henric P., Tadeo, Alyzza Ariane J.
格式:	text
語言:	English
出版:	Animo Repository 2023
主題:	Stock exchanges—Philippines Economic indicators—Philippines Finance
在線閱讀:	https://animorepository.dlsu.edu.ph/etdb_finman/57
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	De La Salle University
語言:	English

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