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...

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Bibliographic Details
Main Authors: Yu-Hsin Chen, 陳宥妡
Other Authors: Wan-Hsiu Cheng
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/8arrk6