Analysis of The Relationships between Oil Prices and Gold Prices
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 104 === The study investigates the relationship between oil price and gold market using new test for cointegration with two unknown regime shifts by Hatemi-J. Weekly data from December 1994 to December 2014 is used. The empirical findings reveal that the spot and futu...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/87596006017269672748 |