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

• 主要作者: Romero, Frederick P.
• 格式: text
• 出版: Animo Repository 2015
• 主題: Stock exchanges > Philippines; Economic indicators > Philippines; Finance and Financial Management
• 在線閱讀: https://animorepository.dlsu.edu.ph/faculty_research/3940
• 機構: De La Salle University

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...