Dynamic Linkages of International Commodities’ Prices
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 aim of this paper is to stduy how oil prices, gold prices, and the U.S. dollar index affect CRB index. The sample data is monthly data from Jan. 2001 to May 2017, and Johansen cointegration, recursive cointegration, and forecast error variance deco...
| Main Authors: | , |
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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/gzqs6g |