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Stock market integration between the Philippines and its major trading partners

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...

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Bibliographic Details
Main Author: Lai,, Yie Fung.
Format: Final Year Project Report
Language:English
Published: Universiti Malaysia Sarawak (UNIMAS) 2011
Subjects:
HB Economic Theory
JZ International relations
Online Access:http://ir.unimas.my/id/eprint/5616/3/Lai.pdf
http://ir.unimas.my/id/eprint/5616/
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spelling my.unimas.ir.56162023-12-11T08:41:15Z http://ir.unimas.my/id/eprint/5616/ Stock market integration between the Philippines and its major trading partners Lai,, Yie Fung. HB Economic Theory JZ International relations 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). Universiti Malaysia Sarawak (UNIMAS) 2011 Final Year Project Report NonPeerReviewed text en http://ir.unimas.my/id/eprint/5616/3/Lai.pdf Lai,, Yie Fung. (2011) Stock market integration between the Philippines and its major trading partners. [Final Year Project Report] (Unpublished)
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic HB Economic Theory
JZ International relations
spellingShingle HB Economic Theory
JZ International relations
Lai,, Yie Fung.
Stock market integration between the Philippines and its major trading partners
description 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).
format Final Year Project Report
author Lai,, Yie Fung.
author_facet Lai,, Yie Fung.
author_sort Lai,, Yie Fung.
title Stock market integration between the Philippines and its major trading partners
title_short Stock market integration between the Philippines and its major trading partners
title_full Stock market integration between the Philippines and its major trading partners
title_fullStr Stock market integration between the Philippines and its major trading partners
title_full_unstemmed Stock market integration between the Philippines and its major trading partners
title_sort stock market integration between the philippines and its major trading partners
publisher Universiti Malaysia Sarawak (UNIMAS)
publishDate 2011
url http://ir.unimas.my/id/eprint/5616/3/Lai.pdf
http://ir.unimas.my/id/eprint/5616/
_version_ 1787140462079901696
score 13.211869

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