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題名:CRB現貨商品指數與股價指數、匯率關聯性之研究
書刊名:中原企管評論
作者:倪衍森 引用關係黃寶玉 引用關係蔡睿宇
作者(外文):Ni, Yen-senHuang, Pao-yuTsai, Ruei-yu
出版日期:2010
卷期:8:2
頁次:頁1-16
主題關鍵詞:CRB現貨商品指數股價指數匯率CRB spot indexesStock indexesExchange rates
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:27
期刊論文
1.Kaneko, T.、Lee, B. S.(1995)。Relative Importance of Economic Factors in the US and Japanese Stock Markets。Journal of the Japanese and International Economics,9(3),290-307。  new window
2.Park, Jungwook、Ratti, Ronald A.(2008)。Oil Price Shocks and Stock Markets in the U.S. and 13 European Countries。Energy Economics,30(5),2587-2608。  new window
3.Capie, R.、Mills, T. C.、Wood, G.(2005)。Gold as a hedge against the dollar Journal of International financial Markets。Institutions and Money,15(4),343-352。  new window
4.Kolluri, B. R.(1981)。Gold as a Hedge against Inflation: An Empirical Investigation。Quarterly Review of Economics and Business,21(4),13-24。  new window
5.Moore, G. H.(1990)。Gold Prices and a Leading Index of Inflation。Challenge,33(4),52-56。  new window
6.Papapetrou, Evangelia(2001)。Oil price shocks, stock market, economic activity and employment in Greece。Energy Economics,23(5),511-532。  new window
7.Hamilton, James D.(1983)。Oil and the Macroeconomy since World War II。Journal of Political Economy,91(2),228-248。  new window
8.Jones, Charles M.、Kaul, Gautam(1996)。Oil and the Stock Markets。Journal of Finance,51(2),463-491。  new window
9.Hondroyiannis, G.,、Papapetrou, E.(2001)。Macroeconomic Influences on the Stock Market。Journal of Economics and Finance,25(1),33-49。  new window
10.Huang, R. D.、Masulis, R. W.、Stoll, H. R.(1996)。Energy Shocks and Financial Markets。Journal of Futures Markets,16(1),1-27。  new window
11.Basher, S. A.、Sadorsky, P.(2006)。Oil price risk and emerging stock markets。Global Finance Journal,17(2),224-251。  new window
12.Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。  new window
13.Sadorsky, Perry(1999)。Oil Price Shocks and Stock Market Activity。Energy Economics,21(5)。  new window
14.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
15.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
16.Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics,52(1/2),5-59。  new window
17.Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。  new window
18.Chua J. and R. S. Woodward,(1982)。“Gold as an Inflation Hedge: A Comparative Study of Six Major Industrial Counties”。Journal of Business Finance & Accounting,vol.9,no.2,pp.191-197。  new window
19.Ciner, C.,(2001)。“Energy Stocks and Financial Markets: Nonlinear Linkage”。Studies in Nonlinear Dynamics and Econometrics,vol.5,pp.203-212。  new window
20.Dolley M., Isard P. and M. Taylor,(1995)。“Exchange Rate, Country-Specific Shocks, and Gold”。Applied Financial Economics,vol.5,no.3,pp.121-129。  new window
21.Kaul, G.、Seyhun, H. N.(1990)。“Relative Price Variability, Real Stocks, and the Stock Market”。Journal of Finance,45,479-496。  new window
22.Koutsoyiannis, A.,(1983)。“A Short-Run Pricing Model for a Speculative Asset, Tested with Data from the Gold Bullion Market”。Applied Economics,vol.15,no.5,pp.563-581。  new window
23.Stan B. and S. Luc,(1984)。“Gold: More Attractive to Non-U.S. than to U.S. Investors?”。Journal of Business Finance and Accounting,vol.11,no.1,pp.107-112。  new window
研究報告
1.Krichene, N.,(2005)。“A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets”。  new window
圖書
1.Bollerslev T. Engle R. and D. B. Nelson Ⅱ(1983)。“ARCH models”。Handbook of Econometrics。  new window
 
 
 
 
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