Realizing the effects of monetary and fiscal policies on the Philippine stock market: A quarterly analysis from 1987-2013

Date of Publication

2014

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Management of Financial Institutions

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management

Thesis Adviser

Tyrone Panzer Chan Pao

Defense Panel Member

Patricia Benito
James Chan

Abstract/Summary

Regulation plays a vital role on the day-to-day activities of an economy. Hence, it is important that administrative bodies introduce programs that would contribute to the economy's progress and mitigate its downturns. The horizon of the study was from 1987 Q1 to 2013 Q4. Data for this study were procured from the Bangko Sentral ng Pilipinas (BSP) Philippine Stock Exchange (PSE), and the National Statistics Coordinating Board (NCSB). The researchers utilized a methodology known as the structural vector autoagressions (SVARs) introduced by Sims (1980). It was discovered that the Philippine stock market have varying responses to the fiscal and monetary policies imposed by the government and the Bangko Sentral ng Pilipinas.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU21725

Shelf Location

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

Physical Description

85 leaves : illustrations (some color) ; 28 cm.

Keywords

Fiscal policy--Philippines; Monetary policy--Philippines; Stock exchanges--Philippines

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