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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/2r72p6 |