Stock market integration between the Philippines and its major trading partners

Lai,, Yie Fung. (2011) Stock market integration between the Philippines and its major trading partners. [Project Report]

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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: 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
Depositing User: Karen Kornalius
Date Deposited: 01 Dec 2014 07:25
Last Modified: 11 Mar 2015 02:37
URI: http://ir.unimas.my/id/eprint/5616

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