Dynamic Linkages among Crude Oil, Gold and US Dollar Before and After Financial Crisis: ACCC, ADCC and VAR-GARCH Models
碩士 === 國立臺北商業大學 === 財務金融系研究所 === 107 === This research paper uses data from January 3rd, 2000 to October 10th, 2008. It uses the collapse of the Lehman Brothers on September 15th, 2008 as a time point for structural changes. This research looks at the changes before and after the financial crisis th...
| 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/7657rv |