A Linkage Analysis of Crude Oil Price and Stock Price Industrial Sub-indices in Taiwan

碩士 === 國立交通大學 === 經營管理研究所 === 95 === This research applies VAR (Vector Autoregression) models to examine the influence of oil prices on stock price industrial sub-indices in Taiwan. Stock price industrial sub-indices include the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX), cem...

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Bibliographic Details
Main Authors: li-Pin Lyu, 呂理平
Other Authors: Jin-Li Hu
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/21321323043394840802