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