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Impact of RMB exchange rate on Shanghai Stock Exchange Composite Index in China |
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| รหัสดีโอไอ | |
| Creator | Huang Rong |
| Title | Impact of RMB exchange rate on Shanghai Stock Exchange Composite Index in China |
| Contributor | Thitapon Ousawat |
| Publisher | University of the Thai Chamber of Commerce |
| Publication Year | 2560 |
| Journal Title | UTCC International Journal of Business and Economics |
| Journal Vol. | 9 |
| Journal No. | 2 |
| Page no. | 103-116 |
| Keyword | Exchange rate, Normal Effective Exchange Rate, Inflation rate, Interest rate, Money supply, GDP, Foreign direct investment (FDI), Export and Currency policy, dummy variable |
| URL Website | http://ijbejournal.com/ |
| Website title | ijbejournal |
| ISSN | 1906-5582 (paper) |
| Abstract | This thesis explore the relationship between macroeconomic factors and Shanghai stock exchange composite index , Such as exchange rate (Normal Effective Exchange Rate), inflation rate, interest rate, money supply (M1), foreign direct investment (FDI), GDP,export and currency policy (dummy variable), Data period from July 2005 to March 2014 which contains a monthly data set of 105 observation by using multiple regression analysis, The result shows that the exchange rate (NEER), inflation rate,money supply and export have a significant on shanghai stock exchange composite index. |
