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Natural Disasters and the Philippine Stock Exchange Index: A Garch-M Analysis

by | Mar 16, 2018 | Volume 22

Author: Adrian P. Galido, Ph.D., Marites A. Khanser, D.B.A. Volume 22 Page54-63 ABSTRACT This study examines the effect of earthquakes, tropical cyclones and volcanic eruptions on the Philippine Stock Exchange index (PSEi) over the period 2 January 1985 to 30 December...
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