The Relationship of Mining Fund, Gold and the Dollar Index

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 101 === This study is to discuss the relationship of the following three variables - the mining fund, gold, and the U.S. dollar Index (USDX). We adopted the Unit Root test, VAR model, co-integration test, and Granger causality analysis, to find their equilibrium rel...

Full description

Bibliographic Details
Main Authors: Shu-Jean Tien, 田淑靜
Other Authors: Yen-Shin Cheng
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/10420564268486946538

Similar Items