Influence of market risk, exchange rate risk, and interest rate risk to the stock returns on selected industries in the Philippines, Indonesia, Malaysia, Singapore, and Thailand from 2011-2014

Date of Publication

2015

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Management of Financial Institutions

Subject Categories

Finance and Financial Management

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management

Abstract/Summary

This paper studies the effects of Interest Rate Risk, Exchange Rate Risk and Market Risk to the Stock Returns of selected industries namely the Financial, Industrial, and Property sectors in the ASEAN 5 (Indonesia, Malaysia, Philippines, Singapore, and Thailand) for the years 2011-2014. Using lending rate, nominal exchange rate, and country index, the researchers obtained representations for each risks. Furthermore, standard deviation was used as a contitional measurement of risk due to the absence of a measurement for unconditional risk. The results showed that each risk had diverse effects on the different industries per country. It was seen that these risks significantly or insignificantly affected the stock returns of specific industries depending on which country.

This research was conducted to be able to determine the sensitivity of each industry of every country to the risks mentioned. As a result, the paper tried to provide insights for investors to be aware of the implications of the movement of risks for these industries. Results also showed information about the current status of each country against said risks, and provided an idea as to the effectivity and in effectivity of its heading against said risks.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU20477

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

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