A Study of the Dynamic Relationship Between International Crude Oil Prices, Taiwan's Stock Price Index and Macroeconomic Variables-The Application of State Space Model
碩士 === 開南大學 === 財務金融系碩士班 === 95 === This paper investigates of the relationship among International Crude Oil Prices, Taiwan’s stock price index and Macroeconomic Variables of M1b, NTD/USD Exchange Rate, Rediscount Rate, CPI. Daily data of these series are collected from January, 1999 to August, 200...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68449915320613052636 |