Title

In the face of disaster: Are sectoral indices moved by natural calamities

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

Mar Andriel Umali

Defense Panel Member

Catherine Kalayaan, Almonte

Marycris Albao

Patiu, Liberty, Dr., Thesis coordinator

Abstract/Summary

Southeast Asia is prone to natural disasters and these occurrences affect stock markets one way or another. Existing literature about the matter point to discrepancies such as lack of studies covering the ASEAN Region and the necessity for a more in-depth analysis of the markets, beyond the composites. This study fills the aforementioned disparity using the GARCH(1,1) model to investigate the impact of the three most recurrent natural disasters to the sectoral indices of Asia Tiger Cub economies namely Indonesia, Malaysia, the Philippines, and Thailand from 2007 to 2016. Findings reveal that natural disasters “floods and storms, specifically “impose a significant effect to the volatility of the sectoral indices of Malaysia, the Philippines, and Thailand, whereas none of the nine sectoral indices in Indonesia showed significant change.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU19961

Shelf Location

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

Physical Description

1, 234 leaves : illustrations (some color) ; 28 cm. + 1 computer disc ; 4 3/4 in.

Keywords

Stock exchanges and current events--Southeast Asia; Disasters--Economic aspects--Southeast Asia

This document is currently not available here.

Share

COinS