A Study of the Effect of the Oil Price Change Rate on Stock Returns ─ Application of Non-linear Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === This study uses oil price change rate as a threshold variable to analyze relationship between OTC stock returns and oil price change rate, exchange rate and S&P 500 change rate. The analysis can deduce whether exist smooth transition effect or not. The e...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/hmf875 |