The Empirical Study for the Effect of International Oil Volatility on Taiwan Stock Exchange
碩士 === 嶺東技術學院 === 財務金融研究所 === 93 === This study use the daily data of industrial indices in Taiwan Stock Exchange (TAIEX) and West Texas Intermediate oil price to investigate the lead-lag relationship between oil price and industrial group stock indices in TAIEX by the vector autocorrelation regress...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48648397505471014833 |