Monetary policy and stock market movement in the Philippines: A structural vector autoregression approach

As an emerging market in a region vulnerable to political turmoil, natural disasters, and financial contagion, the Philippines is prone to immense capital movements and fierce volatility shocks. The central bank of the Philippines (BSP), under an inflation targeting framework, acts as the harbinger...

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Bibliographic Details
Main Authors: Sy, Deborah Kim S., Hofileña, Daniel S.
Format: text
Published: Animo Repository 2014
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Online Access:https://animorepository.dlsu.edu.ph/faculty_research/12207
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Institution: De La Salle University