The Volatility Spillovers among the Crude Oil、Dollar Index、CPI index and Gold Price
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 99 === This paper uses co-integration test、Granger causality test、GARCH and TGARCH model to examine the relationship and volatility spillovers among the crude oil、dollar index、CPI index and gold price. In addition, this paper considers the influence of financial cri...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/77616674684122445337 |