Table 2 The samples of the sharp rise (fall) in exchange rates. Panel A of Table 2 lists the numbers of the sharp rise in exchange rates (USDX, GBP/USD, and USD/CNY) over 0.25%, 0.5%, 0.75%, and 1% for the constituent stocks of DJ 30, FTSE 100, and SSE 50. Panel B of Table 2 lists the numbers of the sharp fall in exchange rates over 0.25%, 0.5%, 0.75%, and 1% for the constituent stocks of DJ 30, FTSE 100, and SSE 50
From: Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY
DJ30 | FTSE100 | SSE50 | |
|---|---|---|---|
Panel A: Various sharp rises in exchange rates | |||
Over 0.25% rise in exchange rates | 19,233 | 55,760 | 1509 |
Over 0.5% rise in exchange rates | 8913 | 29,238 | 274 |
Over 0.75% rise in exchange rates | 4179 | 14,462 | 175 |
Over 1% rise in exchange rates | 1881 | 7905 | 49 |
Panel B: Various sharp falls in exchange rates | |||
Over 0.25% fall in exchange rates | 19,002 | 53,130 | 1782 |
Over 0.5% fall in exchange rates | 8338 | 29,861 | 263 |
Over 0.75% fall in exchange rates | 3849 | 15,080 | 115 |
Over 1% fall in exchange rates | 1703 | 8231 | 0 |