How the US dollar index affects gold prices

Shen, Zhengyuan

dc.contributor.advisor	Ye, George
dc.creator	Shen, Zhengyuan
dc.date.accessioned	2015-05-07T15:00:04Z
dc.date.available	2015-05-07T15:00:04Z
dc.date.issued	2014
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/26107
dc.description	1 online resource (33 p.) : col. ill.
dc.description	Includes abstract.
dc.description	Includes bibliographical references (p. 30-32).
dc.description.abstract	This paper tests how the US dollar index affects global gold prices. The data on US dollar index and gold prices was collected from the period 1995 to 2014. To examine how the US dollar affects the gold prices, this paper mainly employs the Augmented Dickey Fuller test, the Cointegration Test and the Error-Correction Model. The results of the empirical study show that the US dollar index is negatively related to global gold prices both before and after the 2007 financial crisis.	en_CA
dc.description.provenance	Submitted by Greg Hilliard (greg.hilliard@smu.ca) on 2015-05-07T15:00:04Z No. of bitstreams: 1 Shen_Zhengyuan_MRP_2014.pdf: 729990 bytes, checksum: f99190462e4c58222d17893d364875a9 (MD5)	en
dc.description.provenance	Made available in DSpace on 2015-05-07T15:00:04Z (GMT). No. of bitstreams: 1 Shen_Zhengyuan_MRP_2014.pdf: 729990 bytes, checksum: f99190462e4c58222d17893d364875a9 (MD5) Previous issue date: 2014-09	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	How the US dollar index affects gold prices	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.)