A Study of the Relationship between Exchange Rate, Oil Price, Gold Price, and Real Interest Rate

碩士 === 國立成功大學 === 財務金融研究所 === 97 === This thesis analyzes the relationship of exchange rate (TWD/USD), oil price, gold price, and real interest rate over the 1998-2007 period, and use appropriate structural model to forecast exchange rate. Using co-integration test and vector error correction model...

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Bibliographic Details
Main Authors: Yu-jen Wang, 王裕仁
Other Authors: STEPHANE MENG-FENG YEN
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/19464723904177852017