Threshold Effect in Relationship between Gold Spot and Gold Futures in U.S.A.
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 94 === This paper proposes how to hedge with gold sopt and gold futures while oil price goes to the roof. Spot and futures have relationship based on the theory: cost of carry. And we try to find out more about the relationship between gold spot and gold futures. Fur...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98195166507403062340 |