An Analysis of the Relationship between Nominal Exchange Rates and Stock Prices

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An Analysis of the Relationship between Nominal Exchange Rates and Stock Prices

In this dissertation, the relation between nominal exchange rates and stock prices is examined in the nine markets of Australia, Canada, Hong Kong (HK), Japan, United Kingdom (UK), Sweden, India, the Philippines and Thailand. Monthly closing observations from July 1997 to July 2015 for Thailand and...

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Bibliographic Details
Main Author:	Wu, Lina
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Subjects:	Stock prices; Exchange rates; Cointegration; Granger causality
Online Access:	https://eprints.nottingham.ac.uk/30108/

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