Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY
學年 109
學期 1
出版（發表）日期 2020-12-01
作品名稱 Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY
作品名稱（其他語言）
著者 Yensen Ni; Min-Yuh Day; Paoyu Huang
單位
出版者
著錄名稱、卷期、頁數 Financial Innovation 6, 35
摘要 We observe that the sharp movement in exchange rates including USDX, GBP/USD, and USD/CNY might result in stock market fluctuation due to investors’ sentiments aroused. To our knowledge, we argue that the subsequent performance of trading stocks right after the sharp movement in exchange rates seems seldom explored in the relevant studies, which may contribute to the existing literature. By employing the constituent stocks of DJ 30, FTSE 100, and SSE 50 as our targets due to these markets regarded as representative stock markets in the world, we then reveal that the share prices are more volatile after diverse sharp movements in Chinese Yuan, even though Chinese Yuan is less volatile due to Chinese Yuan likely managed by the authority; whereas, share prices would rise no matter what sharp depreciation or sharp appreciation occurs in US Dollar and British Pound rather impressive for investors.
關鍵字
語言 en_US
ISSN 2199-4730
期刊性質 國外
收錄於 SSCI
產學合作
通訊作者
審稿制度 是
國別 USA
公開徵稿
出版型式 ,電子版
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/118711 )

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