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TFM_CAF_Feng-Xinya_2023.pdf (869.46 KB)

Document type

Master thesis

Publication date

2023

Publication license

cc-by-nc-nd (c) Feng, 2023
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/200740

Analysis of exchange rate and stock market developments from 2020 onwards

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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.

Description

Treballs Finals del Màster de Ciències Actuarials i Financeres, Facultat d'Economia i Empresa, Universitat de Barcelona, Curs: 2022-2023, Tutor: Héctor Rufino Alcalde

Subject

Borsa de valors, Gestió de la rendibilitat, Canvi exterior, Treballs de fi de màster

Subject (English)

Stock-exchange, Revenue management, Foreign exchange, Master's thesis

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Màster Oficial - Ciències Actuarials i Financeres (CAF)

Citation

FENG, Xinya. Analysis of exchange rate and stock market developments from 2020 onwards. [consulted: 14 of August of 2026]. Available at: https://hdl.handle.net/2445/200740

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