A Study on the Impacts of Oil Price Change to the Asia-Pacific Stock Markets

碩士 === 國立中興大學 === 應用經濟學系所 === 95 === The purpose of this thesis is to explore the causality between the oil economic variable price and Asia-Pacific market based on an analysis of cointegration and a GARCH model according to the daily data obtained from 6/1/2005 to 5/16/2006. The experimental resu...

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Bibliographic Details
Main Authors: Ming-Huang Lin, 林銘煌
Other Authors: Ching-Kai Hsiao
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/90173968388710182329