A Study on the Relation of Gold, Oil, and Sector Indexes in Taiwan and US Stock Markets

碩士 === 國立雲林科技大學 === 財務金融系 === 104 === The research investigates relationship between material and sector indexes in Taiwan and US stock market. The sample period is chosen from January 1th, 1998 to December 31st, 2015. The sector indexes in Taiwan and US stock market in the null hypothesis under ADF...

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Bibliographic Details
Main Authors: WU,SHU-TING, 吳書廷
Other Authors: Shin-Hung Lin
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/57950291143833236434