Price Discovery in Taiwan Stock Indices and Their Futures Contracts
碩士 === 淡江大學 === 財務金融學系 === 86 === This paper investigates the interrelationship between cash and futures markets for SIMEX MSCI Taiwan index and CME DJGI Taiwan index. Johansen Maximum Likelihood Method is adopted to test long-term equilibrium relation be...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/91690657522754770980 |