A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === Most of the previous researches confirm that the oil price shock result in exchange rate fluctuation and further affect the overall economic system. However, it is inconclusive that exchange rate would also derives the movement of petroleum price. Due to the...

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Main Authors:	Yi-Chun Lin, 林怡純
Other Authors:	Ai-Chi Hsu
Format:	Others
Language:	zh-TW
Published:	2013
Online Access:	http://ndltd.ncl.edu.tw/handle/32636425341399462345

id	ndltd-TW-101YUNT5304057
record_format	oai_dc
spelling	ndltd-TW-101YUNT53040572015-10-13T22:57:22Z http://ndltd.ncl.edu.tw/handle/32636425341399462345 A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price 美元匯率、台灣加權股價指數與杜拜原油價格關聯性分析 Yi-Chun Lin 林怡純碩士國立雲林科技大學財務金融系碩士班 101 Most of the previous researches confirm that the oil price shock result in exchange rate fluctuation and further affect the overall economic system. However, it is inconclusive that exchange rate would also derives the movement of petroleum price. Due to the importance of oil price and exchange rate, the purpose of this research is to apply the VAR model in discussing and analyzing the relationship between United States dollar exchange rate, Stock Index of Taiwan and petroleum price.This study is based upon collecting 988 daily data from January 2009 to December 2012. We find following critical results, bidirectional feedback causality exists between United States dollar exchange rate and petroleum price. Petroleum price unidirectional influence Stock Index of Taiwan. Ai-Chi Hsu 胥愛琦 2013 學位論文 ; thesis 40 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === Most of the previous researches confirm that the oil price shock result in exchange rate fluctuation and further affect the overall economic system. However, it is inconclusive that exchange rate would also derives the movement of petroleum price. Due to the importance of oil price and exchange rate, the purpose of this research is to apply the VAR model in discussing and analyzing the relationship between United States dollar exchange rate, Stock Index of Taiwan and petroleum price.This study is based upon collecting 988 daily data from January 2009 to December 2012. We find following critical results, bidirectional feedback causality exists between United States dollar exchange rate and petroleum price. Petroleum price unidirectional influence Stock Index of Taiwan.
author2	Ai-Chi Hsu
author_facet	Ai-Chi Hsu Yi-Chun Lin 林怡純
author	Yi-Chun Lin 林怡純
spellingShingle	Yi-Chun Lin 林怡純 A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price
author_sort	Yi-Chun Lin
title	A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price
title_short	A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price
title_full	A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price
title_fullStr	A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price
title_full_unstemmed	A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price
title_sort	study on the correlations among the united states dollar exchange rate, stock index of taiwan and petroleum price
publishDate	2013
url	http://ndltd.ncl.edu.tw/handle/32636425341399462345
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A Study on the Correlations among the United States Dollar Exchange Rate, Stock Index of Taiwan and Petroleum Price

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