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Please use this identifier to cite or link to this item: http://dspace.lib.uom.gr/handle/2159/25768
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dc.contributor.advisorPanagiotidis, Theodoreel
dc.contributor.authorKoliou, Mariael
dc.date.accessioned2021-09-06T09:26:42Z-
dc.date.available2021-09-06T09:26:42Z-
dc.date.issued2021el
dc.identifier.urihttp://dspace.lib.uom.gr/handle/2159/25768-
dc.descriptionΠτυχιακή εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2021.el
dc.descriptionΗ βιβλιοθήκη διαθέτει αντίτυπο της πτυχιακής μόνο σε ηλεκτρονική μορφή.el
dc.description.abstractThis study examines the relationship between foreign exchange market and the stock market in a group of advanced countries, Canada and Japan and a part of emerging countries Brazil and India over the period of 2002-2017. The whole research was carried out by applying the methods of unit root tests for stationarity, cointegration tests for the long run relationship between the two markets, the Granger causality test in order to explain the relationship in the short run period, Impulse Response Function which analyzes the response of the variables to shocks and Variance Decomposition analysis.en
dc.format.extent48el
dc.language.isoenen
dc.publisherΠανεπιστήμιο Μακεδονίαςel
dc.rightsCC0 1.0 Παγκόσμιαel
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/en
dc.subjectGranger causalityen
dc.subjectExchange ratesen
dc.subjectStock pricesen
dc.subjectCointegrationen
dc.subjectIRFen
dc.subjectVariance Decompositionen
dc.titleThe relationship between stock prices and the FX marketen
dc.typeBachelor's Degree Paperen
dc.typeTexten
dc.contributor.departmentΤμήμα Οικονομικών Επιστημών (ΠΕ)el
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