Lai,, Yie Fung. (2011) Stock market integration between the Philippines and its major trading partners. [Final Year Project Report] (Unpublished)
![[img]](http://ir.unimas.my/style/images/fileicons/text.png) |
PDF (Please get the password by email to repository@unimas.my , or call ext: 082-583914/3973/3933)
Lai.pdf Restricted to Registered users only Download (534kB) |
Abstract
This paper examines the stock integration and short run dynamic linkages between the Philippines and its major trading partners (Japan, CHina, Singapore and US) by using weekly data spanning from January 2000 to December 2009. This study uses Johansem and Juselius cointegration test (JJ), Victor Error Correction Model Granger causality test (VECM) and generalized impulse response functions (IRFs).
| Item Type: | Final Year Project Report |
|---|---|
| Additional Information: | Project Report (B.Sc.) -- Universiti Malaysia Sarawak, 2011. |
| Uncontrolled Keywords: | International economic relations, Political aspects, Stock market integration, UNIMAS, 2011 |
| Subjects: | H Social Sciences > HB Economic Theory J Political Science > JZ International relations |
| Divisions: | Academic Faculties, Institutes and Centres > Faculty of Economics and Business Faculties, Institutes, Centres > Faculty of Economics and Business |
| Depositing User: | Karen Kornalius |
| Date Deposited: | 01 Dec 2014 07:25 |
| Last Modified: | 11 Dec 2023 08:41 |
| URI: | http://ir.unimas.my/id/eprint/5616 |
Actions (For repository members only: login required)
 |
View Item |
