Volatility of Gold Futures Markets in Taiwan - the Information from U.S. Gold Options Markets
碩士 === 逢甲大學 === 財務金融學系碩士班 === 107 === This study examines the influence of the information from U.S. gold option market on the volatility of gold futures market in Taiwan. The information from U.S. gold option market is derived from CBOE Gold ETF Volatility Index, GVZ. Other control variables are al...
| 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/pg4axx |