The relationship of co-movement between stock index futures and spot

碩士 === 淡江大學 === 財務金融學系 === 89 === The purpose of this research is to discuss the relationship between the futures market and the spot market based on the closing price from the 1/5/1999 to 10/31/2000 of the TAIFEX index and the MSCI Taiwan index of SGX-DT on futures and spot market. On th...

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Bibliographic Details
Main Authors: Sheng-Chun Liu, 劉聖駿
Other Authors: Chien-Chung Nieh
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/69254700758311570749