An empirical study on the relationship of Philippine macroeconomic variables to the volatility of the Philippine stock exchange index (PSEi)

• المؤلف الرئيسي: Romero, Frederick P.
• التنسيق: text
• منشور في: Animo Repository 2015
• الموضوعات: Stock exchanges > Philippines; Economic indicators > Philippines; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/faculty_research/3940

This empirical study explores, investigates and analyzes the dynamic relationship between general macroeconomic variables in the Philippines and the overall movement of the Philippine Stock Exchange Index (PSEi). The monthly data of four macroeconomic variables, namely, Consumer Price Index (CPI), o...