Title

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 Department

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

Print

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

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