An empirical study on the relationship of Philippine macroeconomic variables to the volatility of the Philippine stock exchange index (PSEi)
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...
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| Format: | text |
| Published: |
Animo Repository
2015
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/3940 |
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| Institution: | De La Salle University |