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...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2023
|
| Subjects: | |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | De La Salle University |
| Language: | English |