The Impact of Crude Oil Price on Airlines Stock Prices– Application of Smooth Transition Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === The study takes an insight into the non-linear impact of crude oil futures price on China Airlines and EVA AIR with smooth transition model (STR) provided by Granger and Teräsvirta (1993) and Teräsvirta (1994). Further, the study establishes two logistical smoot...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/m58cck |