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26. The empirical study of asymmetric relationships in the commodity and financial markets
卓訓方; Cho, Hsun-Fang , 2016 [Graduate Institute & Department of Banking and Finance] Thesis and financial markets 商品與金融市場非對稱關聯性之實證研究 不對稱門檻共整合模型;縱橫平滑移轉模型;蔓延效果;油價;糧食價格;匯率;股票報酬;財務比率;安倍經濟學;Asymmetric Threshold Co-integration Model;panel smooth transition
