The Volatility Spillover Effects among Oil, Gold and US Dollar Index Futures

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 97 ===   The volatilities of oil prices are important to global economics, and gold also plays an important hedge role for predicting the depreciation in U.S. dollar and the inflation. Therefore, investigating the relationship among oil, gold and U.S. dollar are ess...

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Bibliographic Details
Main Authors: Ya-hui Wu, 吳雅惠
Other Authors: Wan-hsiu Cheng
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/72907275009464132919