:::

詳目顯示

回上一頁
題名:國際黃金價格影響因素之實證研究
書刊名:臺灣銀行季刊
作者:陳冠志 引用關係曹淑琳謝仁和
出版日期:2017
卷期:68:3
頁次:頁135-153
主題關鍵詞:黃金價格通貨膨脹率美元指數
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:2
  • 點閱點閱:1
期刊論文
1.Tully, E.、Lucey, B. M.(2007)。A power GARCH examination of the gold market。Research in International Business and Finance,21(2),316-325。  new window
2.Wang, Y. S.、Chueh, Y. L.(2013)。Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices。Economic Modelling,30(4),792-798。  new window
3.Jarque, Carlos M.、Bera, Anil K.(1980)。Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals。Economics Letters,6(3),255-259。  new window
4.Dickey, D. A.、Fuller, W. A.(1979)。Distribution of the estimates for autoregressive time series with a unit root。Journal of the American Statistical Association,74(366),427-431。  new window
5.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the Null Hypothesis of Stationary Against the Alternative of a Unit Root: How sure are we that economic time series have a unit root?。Journal of Econometrics,54,159-178。  new window
6.Hillier, D.、Draper, P.、Faff, R.(2006)。Do Precious Metals Shine? An Investment Perspective。Financial Analysts Journal,62(2),98-106。  new window
7.范芝萍、楊秉祐、朱恆宏、郭潼語、鄧凱鴻、葉佳蕙、陳羿君、張博凱(20140800)。油價、美元及美股對黃金價格走勢之影響--分量迴歸的應用。明新學報,40(2),141-149。new window  延伸查詢new window
8.王穎(2010)。黃金價格與原油價格關係的實證分析。經濟論壇,11,24-26。  延伸查詢new window
9.Zhu, H.、Peng, C.、You, W.(2016)。Quantile behaviour of cointegration between silver and gold prices。Finance Research Letters,19,119-125。  new window
10.田國華(2012)。國際黃金價格影響因素分析及趨勢預測。山西大同大學學報,10,104-106。  延伸查詢new window
11.江生可(2012)。黃金價格的長期決定因素分析。中國外資,3,195-196。  延伸查詢new window
12.李治國(2012)。從美元指數、黃金價格與原油價格關係看原油價格體制:微觀資料及政策含義。經濟問題探索,5,14-19。  延伸查詢new window
13.汪凱(2012)。國際黃金價格影響因素分時段實證分析。經濟與法,4,243-244。  延伸查詢new window
14.林鳴琴、施妤佩、李柏英、李杏美(20120600)。黃金價格變動與實質經濟關係之探討。財金論文叢刊,16,57-73。new window  延伸查詢new window
15.孫毅(2011)。黃金價格變動影響因素及未來走勢分析。大連海事大學學報,12,6-10。  延伸查詢new window
16.胡秋靈、趙靜(2011)。股票市場與黃金市場收益率波動溢出效應研究。統計與決策,1,144-146。  延伸查詢new window
17.常麗娟、劉德運、許燕紅(2011)。白銀市場與黃金市場收益率波動溢出效應研究。科學、經濟、社會,29,18-24。  延伸查詢new window
18.張若欽、江新國(2011)。"弱美元"背景下黃金價格的影響因素分析。黃金,5,9-13。  延伸查詢new window
19.張瑩、胥莉、陳宏民(2007)。石油與黃金產業價格聯動關係研究。財經問題研究,7,35-39。  延伸查詢new window
20.陳方妮(2011)。黃金價格波動因素及未來走向。時代金融,2,139-141。  延伸查詢new window
21.張鐘方(2012)。黃金價格影響因素實證研究。企業研究,4,190-191。  延伸查詢new window
22.陳渼苰(2016)。影響黃金價格走勢的因素有哪些?。澳門月刊,238,68。  延伸查詢new window
23.陳渼苰(2017)。美元漲勢洶湧來襲,黃金價格飽受衝擊。澳門月刊,240,72。  延伸查詢new window
24.楊楠、方茜(2013)。黃金抗美元貶值避險能力的動態分析。環球金融,3,58-67。  延伸查詢new window
25.楊葉(2007)。黃金價格和石油價格的聯動分析。黃金,2,4-7。  延伸查詢new window
26.董傑、潘和平(2012)。基於DDC-GARCH模型的石油、股票和黃金市場相關性實證研究。預測,4,53-57。  延伸查詢new window
27.樊元、王群(2013)。貨幣政策對黃金價格的影響研究。商業時代,2,55-57。  延伸查詢new window
28.Adrangi, B.、Chatrath, A.、Raffiee, K.(2003)。Economic activity, inflation, and hedging: the case of gold and silver investments。Journal of Wealth Management,6(1),60-77。  new window
29.黎婷、朱槿(2009)。黃金價格與外匯、原油價格的聯動關係研究。中國商界,10,66。  延伸查詢new window
30.謝太峰、趙樹佼、左萍(2014)。國際黃金價格與美元指數關係的實證分析。經濟與管理研究,4,67-71。  延伸查詢new window
31.謝為、鄭明貴(2012)。世界黃金價格影響因素模型研究。有色金屬科學與工程,6,90-94。  延伸查詢new window
32.Arouri, M. E. H.、Lahiani, A.、Nguyen, D. K.(2015)。World gold price and stock returns in China: Insights for hedging and diversification strategies。Economic Modelling,44,273-282。  new window
33.Baur, D. G.、Beckmann, J.、Czudaj, R.(2016)。A melting pot-Gold price forecasts under model and parameter uncertainty。International Review of Financial Analysis,48,282-291。  new window
34.Beckmann, J.、Czudaj, R.、Pilbeam, K.(2015)。Causality and volatility patterns between gold prices and exchange rates。The North American Journal of Economics and Finance,34,292-300。  new window
35.Bentes, S. R.(2016)。Long memory volatility of gold price returns: How strong is the evidence from distinct economic cycles?。Physica A: Statistical Mechanics and its Application,443,149-160。  new window
36.Bialkowski, J.、Bohl, M. T.、Stephan, P. M.、Wisniewski, T. P.(2015)。The gold price in time of crisis。International Review of Financial Analysis,41,329-339。  new window
37.Bildirici, M.、Kayıkçı, F.、Onat, I. S.(2016)。BDI, Gold Price and Economic Growth。Procedia Economics and Finance,38,280-286。  new window
38.Blose, E.(2009)。Gold prices, cost of carry, and expected inflation。Journal of Economics and Business,62(2),35-47。  new window
39.Capie, F.、Mills, T. C.、Wood, G.(2005)。Gold as a Hedge against the US Dollar。Journal of International Financial Market Institutions and Money,15(4),343-352。  new window
40.Joy, M.(2011)。Gold and the US Dollar: Hedge or Haven?。Finance Research Letters,8(4),120-131。  new window
41.Kristjanpoller, W.、Minutolo, M. C.(2015)。Gold price volatility: A forecasting approach using the Artificial Neural Network-GARCH model。Expert System with Application,42(20),7245-7251。  new window
42.Le, T. H.、Chang, Y.(2012)。Oil price shocks and gold returns。International Economic,131,71-103。  new window
43.Li, L.、Diao, C.(2013)。Research of the influence of Macro-Economic Factors on the Price of Gold。Procedia Computer Science,17,737-743。  new window
44.Lin, Fu-Lai、Chen, Yu-Fen、Yang, Sheng-Yung(2016)。Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time-frequency space。International Review of Economics & Finance,43,59-71。  new window
45.Ljung, G. M.、Box, G. E. P.(1978)。On a Measure of a Lack of Fit in Time Series Models。Biometrika,65(2),297-303。  new window
46.Nguyen, C.、Bhatti, M. I.、Komorníková, M.、Komorník, J.(2016)。Gold price and stock market nexus under mixed-copulas。Economic Modelling,58,283-292。  new window
47.Pukthuanthong, Kuntara、Roll, Richard(2011)。Gold and the Dollar (and the Euro, Pound, and Yen)。Journal of Banking and Finance,35(8),2070-2083。  new window
48.Reboredo, J. C.(2013)。Is gold a hedge or safe haven against oil price movements?。Resources Policy,38,130-137。  new window
49.Sharma, S. S.(2016)。Can consumer price index predict gold price return?。Economic Letter,55,269-278。  new window
50.Yaya, O. S.、Tumala, M. M.、Udomboso, C. G.(2016)。Volatility persistence and returns spillovers between oil and gold price: Analysis before and after the global financial crisis。Resources Policy,49,273-281。  new window
51.Yurdakui, F.、Sefa, M.(2015)。An Econometric Analysis of Gold Prices in Turkey。Procedia Economics and Finance,23,77-85。  new window
52.Ziaei, S. M.(2012)。Effect of gold price on equity, bond and domestic credit: Evidence from ASEAN+3。Procedia- Social and Behavioral Science,40,341-346。  new window
53.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
54.Box, G. E. P.、Cox, D. R.(1964)。An analysis of transformations。Journal of the Royal Statistical Society: Series B,26(2),211-252。  new window
55.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
56.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
研究報告
1.Ranson, D.(2005)。Inflation Protection: Why gold works better than 'linkers'。  new window
圖書
1.Priestley, M. B.(1982)。Spectral analysis and time series。Academic Press。  new window
2.Enders, W.(2003)。Applied Econometric Time Series。New York:John Wiley and Sons。  new window
3.Pulvermacher, K.(2003)。Analysis of Long-Run Correlation of Returns on Gold and Equity。London:Centre for Public Policy Studies, World Gold Council。  new window
4.Lawrence, Colin(2003)。Why is Gold Different from Other Assets? An Empirical Investigation。London:World Gold Council。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE