The Analysis of the Relationship between BRICS Exchange Rates and Volatility Index
碩士 === 淡江大學 === 財務金融學系碩士班 === 106 === This study intends to investigate whether the exchange rate markets of the BRICS, GVZ (Gold Volatility Index), OVX (Oil Volatility Index), and VIX (volatility index) has a mutual influence relationship during 2008/06/03 ~ 2017/12/31.Different from the past liter...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2018
|
Online Access: | http://ndltd.ncl.edu.tw/handle/8arrk6 |