A Study of The Dynamic Relationship Between International Gold Indx, Gold Futures and The Macroeconomy - The Application of State Space Model
碩士 === 開南大學 === 財務金融系碩士班 === 95 === This paper investigates the interrelationships of gold market among Amex gold bugs index, Gold futures, Dollar Index and Commodity Research Bureau Futures Price Index, Dow Jones Industrial Average, Crude oil price. Using stationary test, Johansen cointegration, Ve...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49909581597969663939 |