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...

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Bibliographic Details
Main Authors: Guan-Liang Li, 李冠良
Other Authors: Min-Jiun Su
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/04642849563186356070