A Study of the Relationship between International Raw Material Price and the Stock Price-An Example of Stainless Steel Industry

碩士 === 國立東華大學 === 國際企業學系 === 96 === Abstract This research uses Unit Root Test and Cointegration Test to examine the long-term equilibrium relationship, it also uses VECM, VAR model and Granger Causality Test to examine the short term dynamic relationship between the stock prices of six stainless...

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Bibliographic Details
Main Authors: Yu-Chin Lin, 林育政
Other Authors: Chie-Bein Chen
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/92003206476614018551