Essays about: "Equity Return Differentials"

Found 1 essay containing the words Equity Return Differentials.

  1. 1. A Study on the Causal Relationship Between Relative Eequity Performance and the Exchange Rate: The Swedish Case

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Philip Barsk; Magnus Cederlöf; [2009]
    Keywords : Granger-causality; Exchange Rates; Equity Return Differentials;

    Abstract : The question whether there is a causal relationship between exchange rates and equities is unresolved both in theory and empirically. The Flow theory postulates that exchange rates cause equity returns while the Stock theory suggests that equity returns cause exchange rates. READ MORE