The Discussion of Gold Futures and Crude Oil Futures Hedging Behavior: During the US Quantitative Easing and Tight Monetary Policy
碩士 === 健行科技大學 === 財務金融系碩士班 === 104 === This study analyzed the hedge performance of gold and crude oil futures during the US quantitative easing and tight monetary policy. We used the hedging model included OLS model, GARCH model and EGARCH model. This study could help hedger to understand monetary...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/75fvq9 |