The Impact of Gold Price, Oil Price and the US Dollar Index on Emerging Markets Asia Index

碩士 === 朝陽科技大學 === 財務金融系 === 105 === In the present paper, we established the vector autoregression model and employ both the Granger causality test and the impulse response function to explore the correlation among the gold price, oil price, the US dollar index and emerging markets Asia index during...

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Bibliographic Details
Main Authors: WU, JYUN-CHENG, 吳竣承
Other Authors: LI, JIAN-FA
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/2r72p6