The Empirical Study for the Effect of International Oil Volatility on Taiwan Stock Exchange

The Empirical Study for the Effect of International Oil Volatility on Taiwan Stock Exchange

碩士 === 嶺東技術學院 === 財務金融研究所 === 93 === This study use the daily data of industrial indices in Taiwan Stock Exchange (TAIEX) and West Texas Intermediate oil price to investigate the lead-lag relationship between oil price and industrial group stock indices in TAIEX by the vector autocorrelation regress...

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Bibliographic Details
Main Authors:	Chien-Ling Sung, 宋筧玲
Other Authors:	Chien-wei Hung
Format:	Others
Language:	zh-TW
Published:	2005
Online Access:	http://ndltd.ncl.edu.tw/handle/48648397505471014833

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