A Study on the Gold Price Relationship with Stock Index, Volatility Index, Interest Rate and Exchange Rate
碩士 === 國立雲林科技大學 === 財務金融系 === 102 === This article uses the VAR Model, Granger causality test, impulse response analysis and forecast variance decomposition to explore the gold return relationship with S&P500 index returns, VIX returns, U.S. 10-year bond interest rates and...
| 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/vbwk3b |