A Study on the Nonlinear Causality among Dollar Index, Gold and Crude Oil Price

碩士 === 淡江大學 === 財務金融學系碩士班 === 106 === It was based on three kinds of variables such as U.S Dollar Index (USDX, DXY), XAU/USD, Crude Oil-continuous (NYMEX) in this study, and the time total was 10 years from January 2008 to December 2017, and the daily data total was 2517. Firstly, this study was mad...

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Bibliographic Details
Main Authors: Liang-Yu Lin, 林亮宇
Other Authors: Ming-Jui Hsieh
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/v6b965