An empirical analysis on bank loans and stock prices
Date of Publication
2017
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
Thesis Adviser
Patricia Benito
Defense Panel Member
Edralin Lim
Catherine Almonte
Mar Andriel Umali
Abstract/Summary
The main objective of this paper is to find the dynamics of the effect of bank loans on the stock price index in the Philippines. The paper used quarterly growth rate of the data with a period from 2002 to 2016. The paper used different methods, these are the augmented Dickey Fuller test, Johansen cointegration test, vector autoagression (VAR) which is under the error correction model (ECM), and granger causality. The researchers were able to find out that the relationship between bank loans and stock prices is not significant.
Abstract Format
html
Language
English
Format
Accession Number
TU21839
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
1 volume (various foliations) : illustrations (some color) ; 28 cm.
Keywords
Bank loans--Philippines; Stocks--Prices-- Philippines
Recommended Citation
Bae, S., Cabanit, A., Decandido, A., & Eunhol, K. (2017). An empirical analysis on bank loans and stock prices. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/6279
