English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 51921/87065 (60%)
造訪人次 : 8472435      線上人數 : 99
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/101935


    題名: 以非線性模型探討原油、黃金與美元對新興國家之影響 : 以南非為例
    其他題名: Non-linear analysis for influences of crude oil, gold and US exchange rate on emerging country : as an example of South Africa
    作者: 莊鈞豪;Chuang, Chun-Hao
    貢獻者: 淡江大學財務金融學系碩士班
    聶建中;謝劍平
    關鍵詞: 平滑移轉;Smooth Transition
    日期: 2014
    上傳時間: 2015-05-04 09:43:27 (UTC+8)
    摘要: 本研究透過西德州輕級原油、紐約黃金價格與美元兌南非蘭特匯率,分析對南非約翰尼斯堡綜合股價指數之影響,由2004年2月至2014年2月的月資料,共120筆資料。透過非線性方法之平滑移轉模型,以西德州輕級原油、紐約黃金價格與美元兌南非蘭特匯率作為解釋變數,並將黃金價格設為門檻變數,探討黃金價格在不同區間之下,原油與美元對南非股市報酬之影響。
    研究結果顯示,在門檻值上下,黃金價格與南非股市約翰尼斯堡綜合股價指數為負相關,美元兌蘭特匯率則與南非股價指數呈現正相關,西德州輕級原油價格則是與南非股價指數無相關。
    This study is to investigate the impact of West Texas Light sweet crude oil, New York gold price and the U.S. dollar against South African Rand exchange rate on Johannesburg, South Africa Stock Price Index, the monthly data from February 2004 to February 2014, a total of 120 documents. By using Smooth Transition Model of nonlinear method, I use West Texas Light sweet crude oil, New York gold price and the U.S. dollar against South African Rand exchange rate as Independent variables, and the gold price is set as a threshold variable to explore the impact of crude oil and the U.S. dollar on South African stock market returns under different intervals of gold price.
    The results show that, whether the gold price is greater or less than the threshold value, the gold price is negatively correlated with South African stock Price Index, while the U.S. dollar against the South African rand exchange rate is positively correlated with South African stock Price Index and there is no relevance between West Texas Light sweet crude oil price and South African stock Price Index .
    顯示於類別:[財務金融學系暨研究所] 學位論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    index.html0KbHTML101檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋