Analysis of the Dynamics Relationship among the Crude Oil, Gold and the USD Index
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === This study selects the crude oil spot price of West Texes Intermediate, gold spot price and dollar index to investigate the dynamics relationships among them using the simultaneous equation model. In addition, because the time-varying volatility characteristic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40957798892034767265 |