黑天鵝事件前後黃金、原油和美元與台灣加權股價指數之關聯性

The Relationship Among Gold, Oil, U.S. Dollar and Taiwan Weighted Stock Index Before and After Black Swan Events

吳婕瑄(Chieh-Hsuan Wu)

指導教授 ： 楊斯琴

淡江大學/商管學院/淡江大學暨澳洲昆士蘭理工大學財金全英語雙碩士學位學程/碩士(2022年)

https://doi.org/10.6846/TKU.2022.00143

摘要

本篇摘要未授權

關鍵字

黑天鵝事件 ； 黃金 ； 原油 ； 美元 ； 台灣加權股價指數

並列摘要

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並列關鍵字

Black Swan Event ； Gold ； Oil ； U.S. Dollar ； Taiwan Weighted Stock Index

參考文獻

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3. Arouri, M., Lahiani, A. and Nguyen, D. (2011), “Return and Volatility Transmission between World Oil Prices and Stock Markets of the GCC Countries”, Economic Modelling, Vol.28, pp.1815-1825.

4. Aymen, M., Rejeb, A. B. (2007), “Oil, gold, US dollar and stock market interdependencies: a global analytical insight”, European journal of management and business economics, Vol.26 (3), pp.278-293

5. Baur, Dirk G. and Lucey, Brian M. (2010), “Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold”, The Financial review (Buffalo, N.Y.), Vol. 45 (2), pp.217-229.