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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2001
|
Online Access: | http://ndltd.ncl.edu.tw/handle/69254700758311570749 |