Regular and Extreme Dependence between US Exchange Rate and Gold Price Changes

碩士 === 大葉大學 === 管理學院碩士在職專班 === 104 ===   This paper discusses the general correlation and extreme correlation between the fluctuation of US dollars and gold. Picking the US dollars index of Federal Reserve System and Gold dates of World Gold Council from Jan 1, 2001 to Jan 15, 2016, total is 3925 pi...

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Bibliographic Details
Main Authors: LU,CHI-CHUAN, 呂季娟
Other Authors: LAI,YI-HAO
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/08519313230850861977