Determinants of Gold Return in the Bull-Bear Markets
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 100 === This study analyzes how US Dollar Index (USDX), U.S. 10Y T-Bonds yield, the VIX Index, LIBOR 3M Rate, Ted spread, Dow Jones index, and WTI Crude Oil affect the return of gold. The sample period used for the analysis is from January 3, 2007 to December 30, 2011....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88747269336885557614 |