Offered Subjects

Original Title: Ein Literaturüberblick über den Zusammenhang von Wechselkursen und Aktienrenditen (BA/MA)

A literature review on the relationship between exchange rates and stock returns (BA/MA)

Type:
  • Bachelor Thesis Business Administration
  • Master Thesis Business Administration
Status:
offered
Tutor:
Jens Heckmann, M.Sc.
Examiner:

Abstract

Kenntnisse: Grundlagen der Statistik; Ökonometrie

Einführungsliteratur:

  • Cenedese, G., Payne, R., Sarno, L., & Valente, G. (2016). What do stock markets tell us about exchange rates?. Review of Finance, 20(3), 1045-1080.
  • Pan, M. S., Fok, R. C. W., & Liu, Y. A. (2007). Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets. International Review of Economics & Finance, 16(4), 503-520.
  • Alagidede, P., Panagiotidis, T., & Zhang, X. (2011). Causal relationship between stock prices and exchange rates. The Journal of International Trade & Economic Development, 20(1), 67-86.