A empirical study of changes in international crude oil spot price relationship between Taiwan stock prices

References

• Basher , S. A. and Sadorsky , P. 2004 . “ Oil price risk and emerging stock markets. ” . In Journal of Economic Literature Classifi cation 1 – 28 .
   Google Scholar
• Cologni , A. and Manera , M. 2007 . Oil prices, infl ation and interest rates in a structural co-integrated VAR model for the G-7 countries . Energy Economics , 30 : 856 – 888 .
   Web of Science ®Google Scholar
• Cunado , J. , Perez de and Garcia , F. Oil prices, economic activity and infl ation: Evidence for some Asian countries . The Quarterly Review of Economics and Finance , 45 ( 1 ) 65 – 83 .
   Google Scholar
• Daniel , B. C. 1997 . International interdependence of national growth rates: A structural Trends analysis . Journal of Monetary Economics , 40 : 73 – 96 .
   Web of Science ®Google Scholar
• Faff , R. W. and Brailsford , T. J. 1999 . Oil price risk and the Australian stock market . Journal of Energy Finance and Development , 4 : 69 – 87 .
   Google Scholar
• Gisser , M. and Goodwin , T. H. 1986 . Crude oil and the macro-economy: Tests of some popular notions . Journal of Money, Credit, and Banking , 18 : 95 – 103 .
   Web of Science ®Google Scholar
• Hamilton , J. D. and Herrera , A. M. 2004 . Oil shocks and aggregate macroeconomic behavior: The role of monetary policy . Journal of Money, Credit and Banking , 36 ( 2 ) : 265 – 286 .
   Web of Science ®Google Scholar
• Hamilton , J. D. 1983 . Oil and the macro-economy since world war II . Journal of Political Economy , 91 : 228 – 248 .
   Web of Science ®Google Scholar
• Hooker , M. A. 2002 . Are oil shocks infl ationary? Asymmetric and nonlinear Specifi cations versus changes in regime . Journal of Money, Credit and Banking , 34 : 540 – 561 .
   Web of Science ®Google Scholar
• Jimenez-Rodriguez , R. and Sanchez , M. 2005 . “Oil price shocks and the real GDP growth: Empirical evidence for some OECD countries . Applied Economics , 37 ( 2 ) : 201 – 228 .
   Web of Science ®Google Scholar
• Kilian , L. 2008 . A comparison of the eff ects of exogenous oil supply shocks on output And infl ation in the G7 countries . Journal of the European Economic Association , 6 ( 1 ) : 78 – 121 .
   Web of Science ®Google Scholar
• Park , J. and Ratti , R. 2008 . Oil price shocks and stock markets in the U.S. and 13 European countries . Energy Economics , 30 : 2587 – 2608 .
   Web of Science ®Google Scholar
• Sadorsky , P. 1999 . Oil price shocks and stock market activity . Energy Economics , 21 : 449 – 469 .
   Web of Science ®Google Scholar
• Sadorsky , P. 2003 . The macroeconomic determinants of technology stock price volatility . Review of Financial Economics , 12 : 191 – 205 .
   Google Scholar