An Analysis of the Correlation between US Dollar Index and CRB Index

碩士 === 亞洲大學 === 財務金融學系碩士在職專班 === 105 === This study focuses on the dynamic correlation between the CRB index and the dollar index, which is the data collected from June 20, 2005 to February 28, 2017. The interaction between CRB index and dollar index is explored by using the model of unit root test,...

Full description

Bibliographic Details
Main Authors: HSU, CHAO-TING, 許照婷
Other Authors: CHIEN, CHIH-CHUNG
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/y8p962