국제 금가격과 주요 통화간의 관계 분석

• 영문명: An Empirical Analysis on Relationships between International Gold Price and Major Currencies
• 발행기관: 한국무역연구원
• 저자명: 박수남(Soo-Nam Park)
• 간행물 정보: 『무역연구』제8권 제3호, 367~384쪽, 전체 18쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2012.09.30

영문 초록

This paper estimates the effect of major currency blocs on international gold price, and analyzes the interactions among the gold price, exchange rates, and prices level in those blocs. We found that US dollar bloc loses domination on gold price after Euro departure while the bloc strongly dominated gold price before the departure. Especially, Euro bloc has the largest power of pricing gold now, and other blocs begin with setting the gold price in the world market. Moreover, the accumulated generalized impulse response analysis suggests that the value of dollar insignificantly responses to the gold price innovation after Euro departure.

목차

Abstract

Ⅰ. 서론

Ⅱ. 자료

Ⅲ. 주요 통화권역의 금가격 지배력

Ⅳ. 금가격과 통화가치, 물가의 상호작용

Ⅴ. 요약 및 결론

부록

참고문헌

키워드

International Gold Price Currency Value Numeraire