Cointegration of Phisix, DJIA and Nikkei: Daily closing prices and daily total returns

Authors

Kathleen G. Cabreros, De La Salle University, Manila
Kristine De Villa, De La Salle University, Manila
Vienna Jose, De La Salle University, Manila
Chris Pinugu, De La Salle University, Manila

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management Department

Document Type

Article

Publication Date

8-15-2002

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Recommended Citation

Cabreros, K. G., De Villa, K., Jose, V., & Pinugu, C. (2002). Cointegration of Phisix, DJIA and Nikkei: Daily closing prices and daily total returns. Retrieved from https://animorepository.dlsu.edu.ph/faculty_research/5341

Disciplines

Finance and Financial Management

Keywords

Stock exchanges

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