The effect of the currency movements on stock markets /

This paper uncovers the relationship between stock markets and exchange rates in seven countries by employing stable aggregate currency (SAC) for the period of 1973-2004. Ordinary Least Squares (OLS) regression, time series methods, and directed acyclic graphs are applied to the daily data on stock...

Full description

Bibliographic Details

Main Author:	Zohrabyan, Tatevik, 1982-
Other Authors:	Bessler, David A. (Thesis advisor)
Format:	Thesis eBook
Language:	English
Published:	[College Station, Tex.] : [Texas A&M University], [2006]
Subjects:	Major agricultural economics. Exchange Rates Directed Graphs Stock Markets Time Series Analysis
Online Access:	Link to OAK Trust copy