Dynamic relationship between stock prices and exchange rates (evidence from India)

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dc.contributor.advisor Dodds, J. C. (James Colin)
dc.coverage.spatial India
dc.coverage.spatial United States
dc.creator Pahwa, Priyanka
dc.date.accessioned 2013-10-02T19:10:20Z
dc.date.available 2013-10-02T19:10:20Z
dc.date.issued 2013
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/25252
dc.description 1 online resource (iii, 26 p.) : col. ill.
dc.description Includes abstract and appendices.
dc.description Includes bibliographical references (p. 19-21).
dc.description.abstract This paper analyses the relationship between stock returns and Indian rupee-US Dollar Exchange Rates. Several statistical tests have been applied in order to study the behavior and dynamics of both the series. The paper also investigates the impact of both the time series on each other. The period for the study has been taken from January 2004 to July 2013 using daily closing indices. In this study, it was found that Stock returns as well as Exchange Rates were non-normally distributed. Through a unit root test, it was also established that both the time series, exchange rate and stock returns, were stationary at the level form itself. Also the correlation was found to be negative. en_CA
dc.language.iso en en_CA
dc.publisher Halifax, N.S. : Saint Mary's University
dc.title Dynamic relationship between stock prices and exchange rates (evidence from India) en_CA
dc.type Text en_CA
thesis.degree.name Master of Finance
thesis.degree.level Masters
thesis.degree.discipline Sobey School of Business
thesis.degree.grantor Saint Mary's University (Halifax, N.S.)


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