Financial Database Assignment

Please use FactSet to download exchange rate history over the last ten years for the following currencies relative to the USD:

EUR

CAD

SFR

GBP

JPY

BRL

RUB

ZAR

INR

TRY

Next, download the main stock market index closing prices for each of the above countries over the same period. Perform an OLS regression of stock returns on changes in the exchange rate (this can be done very easily in Excel).

Summarize the results and briefly (one or two sentences per currency) comment on any significant relationships you establish. Please submit the Excel file with the data and analysis along with your comments.