The relationship among oil price, interest rate, exchange rate and gold price
碩士 === 國立高雄第一科技大學 === 金融研究所 === 102 === This paper analyzes the relationship among gold price, oil price, U.S. dollar index, interest rates and money supply from January, 2001 to September, 2013. Unit root test, vector auto regression, Granger causality test, forecast error variance decomposition, a...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2014
|
Online Access: | http://ndltd.ncl.edu.tw/handle/45490768615685164513 |