A study on the dynamic relationship between oil price, exchange rate and commodity price
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 103 === The aim of this paper is to examine the dynamic linkages among oil price, US dollar exchange rate index and commodity prices, using recursive cointegration analysis over the period from January 1980 to May 2014. The empirical evidence is as the following:...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/pr5dq4 |