An analysis of the relationship between exchange rate and stock price in China

In this dissertation, the relationship between four main Chinese stock prices and the exchange rate of Renminbi against US dollars are investigated. The sample series is comprised of four China Security Indices (CSI100, CSI200, CSI300, and CSI500). Daily closing data for these variables from 1st Aug...

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Bibliographic Details
Main Author: Fang, Lu
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2021
Online Access:https://eprints.nottingham.ac.uk/66380/