scholarly journals Study on the Relationship of Foreign Exchange Rates, Stocks Price Index, Prices, and Trade Balances : Focused on the Korea, China, and Japan

2009 ◽  
Vol 8 (4) ◽  
pp. 143-176
Author(s):  
SongChoonPark ◽  
ChoYeongsuk
2017 ◽  
Vol 4 (6) ◽  
pp. 449
Author(s):  
Nining Khoirun Nisa ◽  
Raditya Sukmana

Based on this, researchers are interested to know and analyze the effect of macroeconomic indicators consisting of Inflation, Interest Rate, Foreign Exchange and Production Index on Stock Price Index of the Jakarta Islamic Index (JII). This study uses a quantitative approach. The sampling technique used is the technique of sampling nonprobabilitas. The type of data in this study of time series data.The results of this study indicate that inflation and interest rates significantly affect the stock price index Jakarta Islamic Index (JII). Foreign exchange rates and the production index did not significantly affect the stock price index Jakarta Islamic Index (JII).


2020 ◽  
Vol 8 (2) ◽  
pp. 1-17
Author(s):  
Jessica Prania Suradi ◽  
Selly Eriska Marisa

This study aims to look at the effect of world crude oil prices, interest rates, and foreign exchange rates on the mining sector stock price index for the 2014-2016 period. The research method used is descriptive statistical methods with quantitative research types. This study also uses analytical methods such as multiple regression analysis through t test and F test. Based on the F test (simultaneous) shows that world oil prices, interest rates, and foreign exchange rates affect simultaneously on the mining sector stock price index for the period 2014-2016 , while the t test (partial) shows that world crude oil prices a positive but not significant effect on the mining stock price index for the period 2014-2016, the interest rate has a negative effect and significant to the mining sector stock price index for the period 2014-2016, and the foreign exchange rate has a negative and significant effect on the price index mining sector shares in the 2014-2016 period.


2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.


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