教師資料查詢 | 類別: 期刊論文 | 教師: 倪衍森 NI, YEN-SEN (瀏覽個人網頁)

標題: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
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
語言英文(美國)
ISSN2199-4730
期刊性質國外
收錄於SSCI;ESCI;
產學合作
通訊作者
審稿制度
國別美國
公開徵稿
出版型式,電子版
相關連結
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