淡江大學機構典藏:Item 987654321/118711
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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/118711


    Title: Trading Stocks as the Occurrence of Sharp Movements in Exchange Rates in Terms of USDX, GBP/USD, and USD/CNY
    Authors: Ni, Yensen;Day, Min-Yuh;Huang, Paoyu
    Date: 2020-12
    Issue Date: 2020-06-01 12:15:05 (UTC+8)
    Publisher: SPRINGER
    Abstract: 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.
    Relation: Financial Innovation
    Appears in Collections:[Department of Management Sciences] Journal Article

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