The dynamic association of Taiwan stock market,exchange rate and crude oil price-VECM and VECM-GARCH application
碩士 === 國立中央大學 === 產業經濟研究所 === 97 === This paper attempts to shed light into the long-run and the short-run relationship among Taiwan stock market, exchange rate and crude oil price. Based on ADF unit root tests, all series become stable after first difference. Therefore, Johanson’s Co-integrati...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/52381457498007635441 |