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碩士 === 東吳大學 === 經濟學系 === 99 === This article investigates the movement and volatility on four commodity futures contracts, namely Gold (GC, COMEX), Dollar Index (DX, ICE), RJ/CRB Index (CR, ICE) and 10-year U.S. Treasury Note (TY, CBOT), collected daily close prices from Jan, 2000 to the end of 2010...

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Bibliographic Details
Main Authors: Chih-Liang Hung, 洪誌良
Other Authors: none
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/45418362482227807919