Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach
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Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach
UNIVERSITY OF ECONOMICS INSTITUTE OF SOCIALHOCHIMINH CITYSTUDIESVIETNAMTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELOPMENT Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach ECONOMICSFAC TORS AFFECTING THE WORLD’S GOLD PRICE: ANARDL APPROACHBYvu THI Y DUONGMASTER OF ARTS IN DEVELOPMENT ECONOMICSHOCHIMINII CITY, OCTOBER 2013https: //k hot h u vien .comUNIVERSITY OF ECONOMICS INSTITUTE OF SOC IAL STI DIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - NETHERLAND Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach SPROGRAMME FOR M.A IN DEVELOPMENT ECONOMICSFAC TORS AFFEC TING THE WORLD’S GOLD PRICE: AN ARDL APPROACHA thesis submitted in a partial fulfillment ofLuận văn thạc sĩ factors affecting the world’s gold price, an ardl approach
the requirements for the degree ofMASTER OF ARTS IN DEVELOPMENT ECONOMICSByvu THl’V DUONGAcademic supervisor:Dr. CAO HAO THIHOC HIMINH CITY, OCTOBER 2UNIVERSITY OF ECONOMICS INSTITUTE OF SOCIALHOCHIMINH CITYSTUDIESVIETNAMTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELOPMENT Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach le instructions and comments throughout the process of this thesis. From bottom of my heart. I would like to give my sincerest thanks to him.I am also grateful to Dr. Le Van Chon and Dr. Truong Dang Thuy for their enthusiasm help about Econometrics techniques and useful advice. Therefore. I can over Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach come many obstacles to complete my research.I also take this opportunity to express my thanks for my colleagues. They provided me many assistance andLuận văn thạc sĩ factors affecting the world’s gold price, an ardl approach
encouragement during the time I do the research.Last but not the least, I would like to thank my family members for their love, encouragement, supportUNIVERSITY OF ECONOMICS INSTITUTE OF SOCIALHOCHIMINH CITYSTUDIESVIETNAMTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELOPMENT Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach t-run and long-run with daily data from January 2007 to December 2012. By applying autoregressive distributed lag (ARDL) bound test, the empirical results show that there is no evidence of long-run relationship among London gold price. West Texas Intermediate (WTI) crude oil sport price, US dollar i Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach ndex and s&p 500. However, when financial crisis is taken into the research as a dummy variable, the results reveal that financial crisis affects theLuận văn thạc sĩ factors affecting the world’s gold price, an ardl approach
relationship of gold price with oil price, US dollar index and s&p 500 and cannot conclude that long-run relationship among them existed. Therefore, tUNIVERSITY OF ECONOMICS INSTITUTE OF SOCIALHOCHIMINH CITYSTUDIESVIETNAMTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELOPMENT Luận văn thạc sĩ factors affecting the world’s gold price, an ardl approach ling or buying gold.2Table of ContentsUNIVERSITY OF ECONOMICS INSTITUTE OF SOCIALHOCHIMINH CITYSTUDIESVIETNAMTHE HAGUETHE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A IN DEVELOPMENTGọi ngay
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