dc.contributor.advisor |
O’Connor, P |
en |
dc.contributor.author |
Hu, Lei |
en |
dc.date.accessioned |
2013-02-28T02:54:27Z |
en |
dc.date.issued |
2013 |
en |
dc.identifier.uri |
http://hdl.handle.net/2292/20083 |
en |
dc.description |
Available to authenticated members of The University of Auckland. |
en |
dc.description.abstract |
This study tests the sensitivity of stock returns with exchange rate fluctuation, the existence of Fama-French Factor model with the exchange rate factor; the lead-lag relationship between them in New Zealand Stock market also the cointegration and causality between exchange rate fluctuation and stock price movement. The purpose of the study is to examine whether there is a relationship between stock returns and exchange rate fluctuations. |
en |
dc.publisher |
ResearchSpace@Auckland |
en |
dc.relation.ispartof |
Masters Thesis - University of Auckland |
en |
dc.relation.isreferencedby |
UoA |
en |
dc.rights |
Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher. |
en |
dc.rights |
Restricted Item. Available to authenticated members of The University of Auckland. |
en |
dc.rights.uri |
https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm |
en |
dc.rights.uri |
http://creativecommons.org/licenses/by-nc-sa/3.0/nz/ |
en |
dc.title |
The Relationship between Stock Price and Exchange Rate Changes: New Zealand Evidence |
en |
dc.type |
Thesis |
en |
thesis.degree.discipline |
Accounting and Finance |
en |
thesis.degree.grantor |
The University of Auckland |
en |
thesis.degree.level |
Masters |
en |
dc.rights.holder |
Copyright: The Author |
en |
pubs.elements-id |
373752 |
en |
pubs.record-created-at-source-date |
2013-02-28 |
en |
dc.identifier.wikidata |
Q112900392 |
|