A Research of the Interactive Relationship Among the Price of Oil, Gold and US dollar

碩士 === 淡江大學 === 財務金融學系碩士班 === 104 === This paper empirically investigates US dollar effects of Gold price and Oil price. This study employs the newly threshold error-correction model (TECM) elaborated by Enders and Granger and Enders and Siklos, assuming the nature of the relationship between the va...

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Bibliographic Details
Main Authors: Jhong-Syun Tsai, 蔡忠勳
Other Authors: 聶建中
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/90086579211307433445