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...
Saved in:
Main Authors: | Sy, Deborah Kim S., Hofileña, Daniel S. |
---|---|
Format: | text |
Published: |
Animo Repository
2014
|
Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/12207 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Similar Items
-
Is there a long-run relationship between Philippine stock market movements and monetary variables?: The role of financial market liberalization
by: Ang, Christian Ivan, et al.
Published: (2002) -
Measuring asymmetric volatility and stock returns in the Philippine stock market
by: Hofileña, Daniel S., et al.
Published: (2014) -
Efficiency of fiscal and monetary policies in the Philippines: The St. Louis model approach
by: Halcon, Neil Angelo C., et al.
Published: (2004) -
Economic Policy Uncertainty and Firm Value: Is There a Link? A Panel Vector Autoregression Approach
by: Olalere, Oluwaseyi Ebenezer, et al.
Published: (2022) -
The effect of monetary policy on the level of bank spreads: A look at the Philippines and Thailand
by: Cruz, Ira Angelo Fernando, et al.
Published: (2002)