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http://hdl.handle.net/2445/200740
Title: | Analysis of exchange rate and stock market developments from 2020 onwards |
Author: | Feng, Xinya |
Director/Tutor: | Rufino Alcalde, Héctor |
Keywords: | Borsa de valors Gestió de la rendibilitat Canvi exterior Treballs de fi de màster Stock-exchange Revenue management Foreign exchange Master's thesis |
Issue Date: | 2023 |
Abstract: | Since 2020, the world has witnessed several major events, which had profound impacts on the exchange rate and the stock markets related to the US, China, the EU, and Russia. This thesis first demonstrates the linkage between the exchange rates and stock prices through relevant literature review. Then it conducts data analyses and comparisons, among the returns of the exchange rates and stock markets, and among the returns of the US stock market and other stock markets expressed in USD, to confirm the existence of correlations and Granger causality in some economic entities during specific times and provide advice on oversea investment for investors. |
Note: | Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2022-2023, Tutor: Héctor Rufino Alcalde |
URI: | http://hdl.handle.net/2445/200740 |
Appears in Collections: | Màster Oficial - Ciències Actuarials i Financeres (CAF) |
Files in This Item:
File | Description | Size | Format | |
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TFM_CAF_Feng-Xinya_2023.pdf | 869.46 kB | Adobe PDF | View/Open |
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