Construction of Spillover Index Among Stock, Gold, and Exchange Rate Implied Volatility Index
碩士 === 銘傳大學 === 財務金融學系碩士班 === 102 === This paper examines the impact of the spillover index for volatility indices on stock returns. Specifically, this paper constructs the spillover Matrices by using the data of the S&P 500 (VIX), gold volatility index (GVZ), and exchange rate volatility index...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36976558937454149293 |