Nonlinear Effect of the International Oil Price Volatility on the Stock Return of Petrochemical Industry in Taiwan

碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === This study uses panel smooth transition regression model to investigate whether international oil price volatility to stock return of Taiwan''s petrochemical industry exists panel smooth transition effect. Furthermore, this study measures and e...

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Bibliographic Details
Main Authors: Ya-Hsuan Wu, 巫亞璇
Other Authors: Chien-Chung Nieh
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/61253761008361527446