A Research of the Long-term Relationship between Gold, Crude Oil, Exchange Rate and Stock Market-Recent Evidences from U.S., Germany ,U.K. and Japan

碩士 === 崑山科技大學 === 國際商務與金融研究所 === 107 === This paper studies the relationship between crude oil spot price, gold spot price, U.S. dollar index and the stock indices of U.S., Germany, U.K. and Japan markets from March 2009 to February 2019 by using unit root test, Johansen cointegration test and FM-OL...

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Bibliographic Details
Main Authors: Cheng,Hui-Chun, 鄭蕙君
Other Authors: Lien, Chun-Hung
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/y4dzyf