A Study on Relationship among Currency Rate, Oil Prices and Gold Prices
碩士 === 國立高雄科技大學 === 金融資訊系 === 107 === This paper examines the relationship among exchange rates, crude oil and gold. We use Unit root test, Granger causality test and Vector Autoregression model (VAR), and analyze the monthly exchange rate, the return of gold and the return of crude oil to investiga...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73vah9 |