A correlational study between the volatility of the stock returns and remittances, exports, imports and international reserves: Evidence on the Philippine market
The study examines how certain macroeconomic variables influence the movement of the Philippine Stock Exchange Index (PSEi) and to find significance in their relationship. The following macroeconomic variables were used in this study: remittances, export level, import level and the international res...
Saved in:
Main Author: | Romero, Frederick P. |
---|---|
Format: | text |
Published: |
Animo Repository
2017
|
Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/3932 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Similar Items
-
An empirical study on the relationship of Philippine macroeconomic variables to the volatility of the Philippine stock exchange index (PSEi)
by: Romero, Frederick P.
Published: (2015) -
Measuring the effects of the Philippine international reserves and remittances to the volatility of the Philippine peso exchange rate: A test of causation between variables
by: Romero, Frederick P.
Published: (2016) -
Does Philippine peso exchange rate influence the volatility of the Philippine stock exchange index? A Granger causality analysis
by: Romero, Frederick P.
Published: (2016) -
The predictive content of GDP growth and inflation for stock returns and volatility: Evidence for Philippine stock market efficiency
by: Aquilizan, Michael Blase V., et al.
Published: (2011) -
Feedback trading and stock return autocorrelation: Evidence for the Philippine stock market
by: Chua, Sharaleen Roz N., et al.
Published: (2009)