The Relationship among Gold ETF Volatility Index, Crude Oil ETF Volatility Index and Stock Markets in Asia

碩士 === 淡江大學 === 財務金融學系碩士班 === 106 === This study supplements previous research which usually focused on the spot gold market, spot crude oil market or gold and crude oil futures. In this paper, we investigate the Linear-Regression Model among CBOE Gold Volatility Index (GVZ), CBOE Crude Oil Volatili...

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Bibliographic Details
Main Authors: Wei-Ting Kuo, 郭葦庭
Other Authors: Chien-Liang Chiu
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/v4k4gs