time series | DLSU Business and Economics Review

Forecasting the Term Structure of Philippine Interest Rates Using the Dynamic Nelson-Siegel Model

by Daisy Mojares | Apr 26, 2018 | Volume 27 No. 1

Authors: Elvira P. de Lara-Tuprio, Ramil T. Bataller, Allen Dominique D. Torres, Emmanuel A. Cabral and Proceso L. Fernandez Jr.

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...