The Influence of Macroeconomic Variables on Philippine Stock Market Indices: A Structural Equation Model Approach.
Noime B. FernandezRichard C. LiPublished in: IEEM (2020)
Keyphrases
- stock market
- structural equation models
- causal effects
- stock returns
- causal models
- short term
- causal relations
- financial data
- stock price
- financial time series
- stock exchange
- trading rules
- directed acyclic graph
- online discussion
- monetary policy
- investment strategies
- causal relationships
- financial news
- listed companies
- garch model
- stock data
- stock trading
- stock market data
- stock index futures
- financial markets
- long term
- conditional probabilities
- random variables
- chinese stock market
- e learning