Stock market integration between the Philippines and its major trading partners

• 第一著者: Lai,, Yie Fung.
• フォーマット: Final Year Project Report
• 言語: English
• 出版事項: Universiti Malaysia Sarawak (UNIMAS) 2011
• 主題: HB Economic Theory; JZ International relations
• オンライン･アクセス: http://ir.unimas.my/id/eprint/5616/3/Lai.pdf; http://ir.unimas.my/id/eprint/5616/

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 Err...