The Study of Linkages between Stock Market,Foreign Exchange Market and Gold in Taiwan
碩士 === 國立中興大學 === 企業管理學系所 === 101 === Study for the Linkages between Stock Market, Foreign Exchange Market and Gold in Taiwan. Linkage can Representation for price of co-integration, causality and volatility of return spillover effect. Use the Johansen co-integration and Granger causality test explo...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/04642849563186356070 |