Dynamic spillovers between precious metal, crude oil and currency markets
碩士 === 國立臺北商業大學 === 財務金融研究所 === 105 === This paper employs a DCC model and the spillover index approach proposed by Diebold and Yilmaz (2012) is used to measure examine the dynamic link between returns and volatility of precious metal, crude oil and currency markets. Base on daily data over the peri...
| 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/z72yfz |