Research on the Relationship between Apple Stock Price and Changes in Exchange Rate: Evidence from Fed’s Rate Hike
نویسندگان
چکیده
The Fed’s Rate Hike changes the exchange rate, which would fluctuate stock price. This paper uses VAR model and ARMA-GARCH to determine relationship between rate change Apple price from January 2022 July 2022. impulse-response estimation suggests that seems be a slight short-term external shock, regression implies affects significantly, is lagging as well.
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ژورنال
عنوان ژورنال: BCP business & management
سال: 2022
ISSN: ['2692-6156']
DOI: https://doi.org/10.54691/bcpbm.v32i.2874