The Effects of the Initiation of Stock Index Futures on the Spot Markets
碩士 === 國立中興大學 === 企業管理學系 === 84 === This paper examines the impact of trading in stock index futures on the volatility of the underlying spot markets. The data included daily closing prices of S&P500 index, MMI index, AOI index, NIKKEI index and DAX i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14350979891782343772 |