A study on the relationship between exchange rate and stock price in China

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A study on the relationship between exchange rate and stock price in China

This dissertation investigates the relationship between exchange rate of Renminbi against U.S. dollars and five main index prices in the Chinese market. Shanghai Stock Exchange index (SSE), and four China Security Indices (CSI100, CSI200, CSI300 and CSI500) are selected as the sample series. Daily d...

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Bibliographic Details
Main Author:	DING, LIJIN
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	Exchange rates; Stock prices; Cointegration; Granger causality
Online Access:	https://eprints.nottingham.ac.uk/45656/

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