The Relationship between Oil Price and Stock Prices with Structural Breaks
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 95 === The aim of this paper, differing from previous literature, is to examine whether regime changes have broken down the stability of the relationship between oil price and stock prices. Employing the unit root tests of Zivot and Andrews(1992) and the cointegrati...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/15134539141773018310 |