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.