An Investigation of the Correlation Structure among Prices of Oil, Gold, and Taiwan Government Bonds
碩士 === 輔仁大學 === 金融研究所 === 97 === So far most economic statistics are available monthly, certain degree of lapse in timeliness exists. This research uses daily data of four economic variables such as crude oil futures price, gold futures price, 10 -year bond price, and 10 -year bond futures price to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54974437645022133551 |