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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
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
Appears in Collections:Màster Oficial - Ciències Actuarials i Financeres (CAF)

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