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    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/118711

    題名: Trading Stocks as the Occurrence of Sharp Movements in Exchange Rates in Terms of USDX, GBP/USD, and USD/CNY
    作者: Ni, Yensen;Day, Min-Yuh;Huang, Paoyu
    日期: 2020-12
    上傳時間: 2020-06-01 12:15:05 (UTC+8)
    出版者: SPRINGER
    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.
    關聯: Financial Innovation
    顯示於類別:[管理科學學系暨研究所] 期刊論文


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