Dynamic Relationships between Stock Market and Oil Futures

碩士 === 長庚大學 === 企業管理研究所 === 95 === The primary aim of this paper is to investigate the dynamic relationships between the prices of WTI (West Texas Intermediate) crude oil futures and the stock market returns in the developed and emerging economies using unit root test, cointegration test, vector err...

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Bibliographic Details
Main Authors: Chia-Hsuan Hsieh, 謝佳璇
Other Authors: 溫秀英
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/71998798397898374257