A Study on Bubble Phenomenon in the Gold Market
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 104 === The study examines whether multiple bubbles exist in gold market during the 1994-2014 period using a recently developed unit root test (SADF and GSADF) by Phillips et al.. Our empirical results reveal strong evidence of explosive behavior in gold market and i...
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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/60528387114735261026 |