Tropical cyclones and their impact on stock market returns and volatility

Tropical cyclones and their impact on stock market returns and volatility

The Philippines is one of the world’s most disaster-prone countries. These disasters have an impact on the economy, which may influence the stock market returns and volatility. We used an ARMAX-EGARCH model to analyze the impact of tropical cyclones on the Philippine Stock Exchange Index (PSEi) and...

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Chi tiết về thư mục
Những tác giả chính: De Guzman, Christian Louis G. (Tác giả), Fabula, Jewel Kyle M. (Tác giả)
Tác giả khác: Monsod, Toby Melissa C. (adviser.)
Định dạng: Luận văn
Ngôn ngữ:English
Những chủ đề:
Cyclones > Economic aspects > Philippines.