Volatility spillovers in precious metals, exchange rate and interest rate: Multivariate GARHC models
碩士 === 國立臺北商業大學 === 財務金融研究所 === 104 === This study use two multivariate GARCH models to examine the volatility transmissions and volatility spillovers for four precious metals (gold, silver, platinum and palladium), while accounting for 2008 financial crisis within a multivariate system. Furthermore...
| 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/9zwcyg |