Essays about: "relationship between exchange rate and stock price"

Showing result 1 - 5 of 10 essays containing the words relationship between exchange rate and stock price.

  1. 1. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Mohammed Mohammed; Mattias Zheng; [2023]
    Keywords : Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

    Abstract : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. READ MORE

  3. 2. The relationship between crude oil prices and stock markets in Sweden and Norway

    University essay from Umeå universitet/Företagsekonomi

    Author : Petter Hälldahl; Mohammad Refaet Rahman; [2020]
    Keywords : oil price; stock market; exchange rate; financial markets;

    Abstract : In this study, the authors examined the relationship between crude oil price and the Swedish and Norwegian stock markets. Using linear regression models the authors found that the Swedish stock market and Norwegian stock market both have a positive relation with crude oil price. READ MORE

  4. 3. The Impact of Macroeconomic Variables on Stock Return in Different Industries - A Multiple Linear Regression

    University essay from KTH/Matematisk statistik

    Author : Elin Palmgren; Natasha Nanakorn; [2019]
    Keywords : Statistics; applied mathematics; regression analysis; macroeconomics; economics; stock market; Statistik; tillämpad matematik; regressionsanalys; makroekonomi; nationalekonomi; aktiemarknad;

    Abstract : Macroeconomics constitute a central part of fundamental analysis of stock markets and consequently the relationship between macroeconomic variables and stock markets is far from questioned. However, there is no general consensus regarding neither the extent of this relationship nor whether the relationship varies amongst industries. READ MORE

  5. 4. THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET-AN APPLICATION OF VECTOR ERROR CORRECTION MODEL

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Zhe Zeng; [2017]
    Keywords : ;

    Abstract : Using Johansen's vector error correction model, this paper investigates the long-term equilibrium between stock price and six selected macroeconomic variables in China. On testing different VECM models, we find that there is no long-term equilibrium between stock price and 6 macroeconomic variables, although there may exist long-term equilibrium among macroeconomic variables themselves. READ MORE

  6. 5. The Cost of Sanctions: Western Sanctions' Impact on Russian Financial Markets during the Russia/Ukraine Crisis in 2014-2015

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dariy Antonyuk; Moritz Haack; [2015]
    Keywords : financial markets; stock market; exchange rate; sanctions; emerging markets;

    Abstract : This thesis investigates the effect of the US and the EU sanctions on the Russian financial markets during the Russia/Ukraine crisis in 2014-2015. The success of various types of international sanctions is a long debated question that could not be answered definitely thus far. READ MORE