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...
| Main Author: | |
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| Format: | Final Year Project Report / IMRAD |
| Language: | English |
| Published: |
Universiti Malaysia Sarawak (UNIMAS)
2011
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| Online Access: | http://ir.unimas.my/id/eprint/5616/ http://ir.unimas.my/id/eprint/5616/3/Lai.pdf |
| _version_ | 1848835711106547712 |
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| author | Lai,, Yie Fung. |
| author_facet | Lai,, Yie Fung. |
| author_sort | Lai,, Yie Fung. |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| 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). |
| first_indexed | 2025-11-15T06:12:12Z |
| format | Final Year Project Report / IMRAD |
| id | unimas-5616 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T06:12:12Z |
| publishDate | 2011 |
| publisher | Universiti Malaysia Sarawak (UNIMAS) |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-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 / IMRAD 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 / IMRAD] (Unpublished) |
| spellingShingle | HB Economic Theory JZ International relations Lai,, Yie Fung. Stock market integration between the Philippines and its major trading partners |
| title | 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_short | Stock market integration between the Philippines and its major trading partners |
| title_sort | stock market integration between the philippines and its major trading partners |
| topic | HB Economic Theory JZ International relations |
| url | http://ir.unimas.my/id/eprint/5616/ http://ir.unimas.my/id/eprint/5616/3/Lai.pdf |