Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Universal Journal of Science and Technology
Renzo Philip Bautista
University of Santo Tomas, Philippines
Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Electrical & Electronics Engineering Industrial & Manufacturing Engineering Materials Science & Nanotechnology Mechanical Engineering

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
The Effects of the COVID-19 Pandemic on the Philippine Stock Exchange Index Hoshea Jello Bartolome; Renzo Philip Bautista; Miguel Antonio Sansalian; Ronaldo Cabauatan
UJoST- Universal Journal of Science and Technology Vol. 2 No. 1 (2023): March 2023
Publisher : Faculty of Science and Technology University of Pramita Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

This paper investigated the effects of the COVID-19 pandemic on the Philippine Stock Exchange Index from January 31, 2020 to January 31, 2022 using Robust Least Squares Regression and Augmented Dickey-Fuller (ADF). This study explored the correlation patterns between the increasing number of weekly COVID-19 infections to the Philippine Stock Exchange Index in order to determine the risk of extreme volatility in the Philippine Stock Exchange Index. Furthermore, this study examined the short and long-run effects of COVID-19 weekly infections prior to the fluctuations of the Philippine Stock Exchange Index. This article will significantly help investors understand and further analyze the effects of the pandemic on the volatility of the Philippine stock exchange index.
Co-Authors Hoshea Jello Bartolome Miguel Antonio Sansalian Ronaldo Cabauatan