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: | Wen-Bin Lee, 李文斌 |
---|---|
Other Authors: | Ming-Chi Lee |
Format: | Others |
Language: | zh-TW |
Published: |
2011
|
Online Access: | http://ndltd.ncl.edu.tw/handle/56035903489478659035 |
Similar Items
-
A Research of the Interactive Relationship Among Dow Jones Industrial Average Index,US Dollar Index,Gold and Crude Oil
by: Wen-li Yeh, et al.
Published: (2011) -
The Interactive Relationship Among U.S. Dollar, NT Dollar and Crude Oil - A Gold Standard Approach
by: Kuan-yi Lu, et al.
Published: (2010) -
US Dollar Index, the Crude Oil Price and the Food Price Relationship
by: Ching-Hung Cheng, et al.
Published: (2012) -
The Relationship among Gold, Oil, and US Dollar Index Futures
by: Tzu-Ting Lin, et al.
Published: (2012) -
The Verification of the Relationship Between Gold Future and U.S. Dollar Price Index
by: Lee,Pei-Hsuan, et al.
Published: (2014)