How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012
Date of Publication
2014
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Commerce Major in Management of Financial Institutions
Subject Categories
Finance and Financial Management
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management
Thesis Adviser
Junette A. Perez
Defense Panel Member
Mar Andriel Umali
Macel Punzalan
Alddon Ang
Abstract/Summary
This paper studies the effects of selected variables namely inflation rate, reverse repurchase agreement rate, reserve requirement rate, market liquidity and peso-dollar exchange rate on the rates of the 91-day, 182-day, and 364-day Philippine treasury bills using the ordinary least squares regression method. Results show that all variables, except reserve requirement for the 91-day maturity, affect the dependent variable across all maturities, reserve requirement and market liquidity affecting negatively while inflation, reserve repurchase agreement rate and dollar-peso exchange rate affecting treasury bill rates positively.
Abstract Format
html
Language
English
Format
Accession Number
TU21685
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
156 leaves : illustrations
Keywords
Treasury bills--Philippines
Recommended Citation
Chiong, J. L., Manio, P. G., Sy, A. Z., & Tigas, M. F. (2014). How selected financial indicators and other selected variables affect 91-day, 182-day, and 364-day treasury bill rates from 1982-2012. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/18367
