The Impact of Exchange Rate Fluctuations on the Market’s Index at Emerging Market: Evidence from Palestine



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Submitted Feb 4, 2022
Published Feb 26, 2022
10.24018/ejbmr.2022.7.1.1300

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In this study, the researcher investigates the influences of exchange rate and stock market index in Palestine exchange. Least Square Testing approach has been used on daily data ranging from January 2012 to December 2021. The researcher investigates the impact in the long term from 2012 to 2021 and in the short term in one year, 2021. Findings of the study suggest that USD exchange rate negatively affects the stock index of Palestine exchange in both the long and short term.

Keywords: Exchange rate, Emerging market, Regression model, Stock index

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