A Research of the Interactive Relationship among the Volatility Index, Gold Price, Oil Price, and Taiwan Stock Market
碩士 === 國立屏東商業技術學院 === 財務金融系(所) === 100 === This paper discusses the interactive relationship among the volatility index, oil price, gold price, and the Taiwan stock market (TAIEX, Electronics sub index, Finance sub index). To examine the interactive relationship, the cointegration test, Granger caus...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/13939633809323817604 |