The Relationship Between the Exchange Rate and Financial Markets
Bibliographic record
Abstract
This thesis examines the relationship between exchange rate and stock market in four countries, namely Brazil, Canada, Norway and Russia. The first chapter sets out the objectives of the thesis. The first objective of the thesis is to introduce the theoretical concept of the relationship between exchange rate and stock market. The second objective of the thesis is to examine the relationship between the exchange rate and the stock market. The second chapter provides a theoretical overview of the exchange rate and its determinants, including an introduction to the theoretical concept of the relationship between the exchange rate and the stock market. The third chapter introduces the stock indices used as representatives of the stock market and presents the time paths of the exchange rates. The research is conducted on monthly data from January 2000 to January 2023. Within this chapter, the time series are transformed using logarithmic differences to ensure better stationarity. Then, descriptive statistics of the time series are presented. The fourth chapter presents the results of the wavelet analysis to assess the relationship between the exchange rate and the stock market. Finally, the fifth chapter concludes the thesis by discussing the results obtained and suggestions for further research in this area.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.003 | 0.005 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.006 | 0.001 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".