Analyzing the causal effects of the major ASEAN-4 countries exchange rates against the Philippine peso on the volatility of the Philippine stock market returns

Analyzing the causal effects of the major ASEAN-4 countries exchange rates against the Philippine peso on the volatility of the Philippine stock market returns

The objective of the paper is to analyze the causal effect between the exchange rate of ASEAN-4 countries relative to the Philippine Peso and the daily returns of the Philippine stock market, with a focus on the structural break from Pre-COVID and COVID. The study investigates the impact of global t...

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Bibliographic Details
Main Authors: Chua, Richmond Ryan S., Shi, Yung Ching S., Tang, Willy W., Wu, Rico J.
Format: text
Language:English
Published: Animo Repository 2023
Subjects:
Stock exchanges—Southeast Asia
Stock exchanges—Philippines
Stocks—Philippines—Rate of return
Finance
Online Access:https://animorepository.dlsu.edu.ph/etdb_finman/76
https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1070/viewcontent/Analyzing_the_Causal_Effects_of_the_Major_ASEAN_4_Countries_Excha.pdf
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Institution: De La Salle University
Language: English

Internet

https://animorepository.dlsu.edu.ph/etdb_finman/76
https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1070/viewcontent/Analyzing_the_Causal_Effects_of_the_Major_ASEAN_4_Countries_Excha.pdf

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