Jump Risk and Volatility Transmission Effects between Crude Oil, REITs, Gold and Exchange
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === This study discuss the interaction between crude oil price, real estate, gold spot price and U.S. dollar exchange rate since 2005. The sample data is Texas Light Crude Oil Closing Price, U.S. Real Estate Fund Index daily quotation, Gold Spot Price and U.S. Dolla...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/35515762817290832817 |