Does the Philippine stock market respond to domestic economic fundamentals and regional equities markets? An ARDL bound testing approach

Does the Philippine stock market respond to domestic economic fundamentals and regional equities markets? An ARDL bound testing approach

This paper aims to study the impact of domestic macroeconomic factors, regional and advanced economies’ equity markets on the Philippine stock market behavior. Monthly data from January 2006 to December 2013 of four macroeconomic variables namely industrial production index, money supply, short term...

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Bibliographic Details
Main Author: Tomaliwan, Maria Fonseca D.
Format: text
Published: Animo Repository 2016
Subjects:
Stock exchanges—Philippines
Philippines—Economic conditions
Southeast Asia—Economic conditions
Economics
Macroeconomics
Online Access:https://animorepository.dlsu.edu.ph/faculty_research/5793
https://www.dlsu.edu.ph/wp-content/uploads/pdf/conferences/research-congress-proceedings/2016/EBM/EBM-I-05.pdf
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Institution: De La Salle University

Internet

https://animorepository.dlsu.edu.ph/faculty_research/5793
https://www.dlsu.edu.ph/wp-content/uploads/pdf/conferences/research-congress-proceedings/2016/EBM/EBM-I-05.pdf

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