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: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/52381457498007635441 |