The Relationship Research between Gold ,Crude Oil and US Dollar Index Markets
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === This paper explores the correlation and the lead-lag relationship between the spot prices of London gold, West Texas crude oil and USD index since 2006 by using bi-variable GARCH(1,1) model. The sample period is from January 1, 2006 to December 31, 2010. From...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56035903489478659035 |