The Impact of the United States Presidential Elections on the Connectedness of Volatility in the Futures Market
碩士 === 中原大學 === 財務金融研究所 === 105 === This study calculates volatilities by focusing on the S&P 500 index futures, bond futures, US dollar index futures, crude oil futures, gold futures and corn futures prices. We use the method of variance decomposition under the VAR framework and then employ the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32480997717453649577 |