The Study of Relationships among S&P500 Index,US Dollar Index,Commodity Index and High Yield Bond Index
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士在職專班 === 106 === The major purpose of this study is researching the relationships among S&P 500, US dollar index, commodity and high yield bond. We used unit root test, Johansen co-integration test, vector error correction model, causality test, and vector auto-reg...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ag7r8a |