Relationships among Oil Price, Gold Price, Exchange Rate and Taiwan's Stock Market

碩士 === 國立高雄第一科技大學 === 金融系碩士班 === 106 === This study delves into the correlation between oil prices, exchange rates, gold prices and Taiwan’s stock market from January 4st, 2000 to December 29th, 2017, by utilizing the unit root test, the vector autoregression model, the Granger causality test an...

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Bibliographic Details
Main Authors: CHEN,HUI-TING, 陳暉廷
Other Authors: LEE,YI-HSI
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/87d8ys