The Relationship between Stock Price and Exchange Rate Changes: New Zealand Evidence

Show simple item record

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


Files in this item

Find Full text

This item appears in the following Collection(s)

Show simple item record

Share

Search ResearchSpace


Browse

Statistics