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...

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Bibliographic Details
Main Authors: Chien-Chih Hsiung, 熊建至
Other Authors: Chin-Chia Liang
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/87596006017269672748