The relationship among Russian stock index,oil price and US stock indices -A Cointegration and VECM Analysis

碩士 === 淡江大學 === 俄羅斯研究所碩士班 === 97 === The purpose of this research is to find out the relationship among the Russian stock index, oil price and US stock indices. The Russian Trading System Index (RTSI), The National Association of Securities Dealers Automated Quotations system (NASDAQ), Dow Jones In...

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Bibliographic Details
Main Authors: Yen-ming Lu, 盧彥銘
Other Authors: Che-Jen Wang
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/17880318015315115383