The impact of exchange rate volatility on the stock market index returns of select developed and developing Asian countries: An analysis

• Main Authors: Alfonso, Alianne J., Cai, Mariela C., Jaurigue, Erika Anne D., Placino, Sofia Eloisa U.
• Format: text
• Language: English
• Published: Animo Repository 2022
• Subjects: Stock price indexes—Asia; Stocks—Asia—Rate of return; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_finman/29; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1026/viewcontent/The_Impact_of_Exchange_Rate_Volatility_2.pdf
• Institution: De La Salle University

The study sought to investigate the interaction among exchange rate volatility and the stock market index returns of the selected developed and developing Asian countries, namely, Japan, Singapore, India, and the Philippines. It also compared the sensitivity of the countries’ exchange rates in the l...