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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/90173968388710182329 |