關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Relationship of Threshold Effect among Gold

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序號 學年期 教師動態
1 103/2 財金系 葉佳燕 助理教授 期刊論文 發佈 Relationship of Threshold Effect among Gold, Oil, and Exchange Rate , [103-2] :Relationship of Threshold Effect among Gold, Oil, and Exchange Rate期刊論文Relationship of Threshold Effect among Gold, Oil, and Exchange RateChien-Chung Nieh; Chia-Yen YehGold;Oil;Exchange rate;Threshold effects;STARThe Empirical Economics Letters 14(5)We employ smooth transition autoregressive (STAR) model to investigate the nonlinear dynamic behavior of gold price, oil price, and the dollar/euro. Results indicate that these variables exist in a nonlinear relationship. We consider the change rate of the dollar/euro as the threshold value that represents the dynamic LSTAR-type process, whereas the oil price as the threshold value represents the smooth symmetric ESTAR-type process. The results present the greater threshold effect that exists between the gold price and the change rate of the dollar/euro.en1681 8997國外否TWN
2 103/2 財金系 聶建中 教授 期刊論文 發佈 Relationship of Threshold Effect among Gold, Oil, and Exchange Rate , [103-2] :Relationship of Threshold Effect among Gold, Oil, and Exchange Rate期刊論文Relationship of Threshold Effect among Gold, Oil, and Exchange RateNieh, Chien-Chung; Yeh, Chia-YenThe Empirical Economics Letters 14(5)We employ smooth transition autoregressive (STAR) model to investigate the nonlinear dynamic behavior of gold price, oil price, and the dollar/euro. Results indicate that these variables exist in a nonlinear relationship. We consider the change rate of the dollar/euro as the threshold value that represents the dynamic LSTAR-type process, whereas the oil price as the threshold value represents the smooth symmetric ESTAR-type process. The results present the greater threshold effect that exists between the gold price and the change rate of the dollar/euro.en1681-8997國外Nieh, Chien-Chung是TWN
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