Zhang, Yifeng2023-03-012023-03-012016https://unbscholar.lib.unb.ca/handle/1882/13524This report explores the relationship between stock prices and exchange rates in North America and China during the post-crisis period. It is found that there is a stable long-run relationship between stock prices and exchange rates in Canada and China, but not for the US. Another finding is that Canadian exchange rates and stock prices exhibit bi-directional Granger causality, which supports both “flow-orientated” model and “stock-orientated” model. Conversely, the two financial variables in China interact in a manner consistent with the “flow-orientated” model. On the other hand, no Granger causality is found between these two financial variables for the US in either direction. Finally, this report provides a few implications for monetary policy makers and global investors.text/xmliv, 38 pageselectronicen-CAhttp://purl.org/coar/access_right/c_abf2Exploring the relationship between stock prices and exchange rates in North America and Chinamaster thesis2023-03-01Dalkir, MehmetEconomics