The Analysis of Factors Affecting Gold Returns-Quantile Regression Analysis

碩士 === 國立高雄第一科技大學 === 財務管理系碩士專班 === 105 === This study analyzes how Volatility Index (VIX), Dow Jones Index, WTI Crude Oil and US Dollar Index (USDX) affect gold returns. The sample period used for analysis is the daily data from 2006 to 2016 with a total of 11 years span. To examine the interactive...

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Bibliographic Details
Main Authors: CHOU, YA-TING, 周亞婷
Other Authors: HUANG, YU-CHUAN
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/9jwxtb