The Influence of Oil Prices on Airlines Stock Prices in Taiwan

碩士 === 淡江大學 === 財務金融學系碩士班 === 104 === The study takes an insight into the non-linear impact of crude oil spot price on China Airlines and EVA Airlines with smooth transition model (STR) provided by Granger and Teräsvirta (1993) and Teräsvirta (1994). Further, the study establishes two logistical smo...

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Bibliographic Details
Main Authors: Chih-Yuan Lee, 李致源
Other Authors: Chien-Chung Nieh
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/59113738793230221798