Nonlinear Effects of Oil Prices on Stock Returns of the Airline Industry: Evidence from Four Asian Countries
碩士 === 淡江大學 === 財務金融學系碩士班 === 104 === We adopt the panel smooth transition regression model developed by González, Teräsvirta and van Dijk (2004, 2005) to examine whether crude oil prices may cause smooth transition effects on airline’s stock returns in four Asian countries. In addition, we also eva...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31593237817253989519 |