Co-movements of Gold price and the Volatility Index:Evidence from the American and Taiwan stock market
碩士 === 國立臺北大學 === 企業管理學系 === 102 === This paper examines the relationship of gold and volatility index in American and Taiwan market from 2006/12/1 to 2013/12/31. First, I described VIX, VXO and gold price for American group , and TVIX, TVXO and gold price named Taiwan group, so I can analyze the Am...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8dsgap |