The relationships between silver price, gold price and U.S. dollar index before and after the subprime crisis

Wang, Zenan

dc.contributor.advisor	Ye, George
dc.coverage.spatial	United States
dc.creator	Wang, Zenan
dc.date.accessioned	2012-10-11T19:09:15Z
dc.date.available	2012-10-11T19:09:15Z
dc.date.issued	2012
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/24717
dc.description	1 online resource (v, 53 leaves) : ill.
dc.description	Includes abstract.
dc.description	Includes bibliographical references (leaves 50-53).
dc.description.abstract	This paper analyzes the relationship betweensilver price, gold price and U.S. dollar index and its change before and after the U.S. subprime mortgage crisis,especially focusing on the dynamics of silver price. The data used covers a period from January 2, 1986 to January 31, 2012. The methodology in this study includes cointegrated VAR model and Granger causality test. The findings show that there is a cointegration relationship between the three variables and silver price is unidirectionally Granger caused by the other two variables before the subprime crisis but such relationship has weakened after the subprime crisis.	en_CA
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dc.description.provenance	Made available in DSpace on 2012-10-11T19:09:15Z (GMT). No. of bitstreams: 1 wang_zenan_mrp_2012.pdf: 1091178 bytes, checksum: 6eaa6edc8723c288b212d219f9781c03 (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	The relationships between silver price, gold price and U.S. dollar index before and after the subprime crisis	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)