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...

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Bibliographic Details
Main Authors: Cherng-shun Hsu, 許澄舜
Other Authors: Yu-Shan Wang
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/45490768615685164513