A study of the relationship among VIX, S&P 500 and US dollar index
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 104 === This study mainly discusses the relationship among VIX, S&P 500 and US dollar index. The samples are weekly data from January 2000 to April 2015. Due to the subprime mortgage crisis occurred during the period of this study, the sample period is classified...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u74976 |