The dynamic association of crude oil price, exchange rate and interest rate -VECM and VECM-GARCH application
碩士 === 國立中央大學 === 產業經濟研究所碩士在職專班 === 100 === Depend on the VECM and VECM-GARCH model, the thesis probe into the dynamic relationship among four variables: exchange rate, interest rate, Brent crude oil price and West Texas Intermediate. According to the 2,416 daily data from FED and U.S. Department of...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03722201212174867876 |