The Relationship of Oil Price and Consumer Price Index (CPI) with Taiwan Stock Market.
碩士 === 樹德科技大學 === 金融與風險管理所 === 97 === The purpose of our research is to use Johansen Cointegration Test(1990)、Granger causality test(1969)、GARCH and TGARCH models to discuss how stronger of the connection between oil price、consumer price index (CPI) and Taiwan stock index (TAIEX Index). We also use...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28204660803868400118 |