台灣公債期貨市場之研究

碩士 === 國立政治大學 === 經營管理碩士學程 === 93 === Since the Taiwan government bond futures trade, the market is lack of liquidity during the year. For the problem, this paper considers the layers of market structure, trading convention and relative theories, try to analysis the causes of less liquidity and reso...

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Main Authors: Tsai, Norman, 蔡佳晉
Other Authors: Shen, Chung-Hua
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/32066788652386927230
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spelling ndltd-TW-093NCCU54570392015-10-13T13:01:32Z http://ndltd.ncl.edu.tw/handle/32066788652386927230 台灣公債期貨市場之研究 Tsai, Norman 蔡佳晉 碩士 國立政治大學 經營管理碩士學程 93 Since the Taiwan government bond futures trade, the market is lack of liquidity during the year. For the problem, this paper considers the layers of market structure, trading convention and relative theories, try to analysis the causes of less liquidity and resolve the liquidity problem. On the other hand, by making the survey this paper sums up the opinions from the participants of the bond futures market. This paper, which could help the Taiwan Futures Exchange in designing other interest rate derivatives, will wish to give some useful reference. Shen, Chung-Hua 沈中華 2005 學位論文 ; thesis 94 zh-TW
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description 碩士 === 國立政治大學 === 經營管理碩士學程 === 93 === Since the Taiwan government bond futures trade, the market is lack of liquidity during the year. For the problem, this paper considers the layers of market structure, trading convention and relative theories, try to analysis the causes of less liquidity and resolve the liquidity problem. On the other hand, by making the survey this paper sums up the opinions from the participants of the bond futures market. This paper, which could help the Taiwan Futures Exchange in designing other interest rate derivatives, will wish to give some useful reference.
author2 Shen, Chung-Hua
author_facet Shen, Chung-Hua
Tsai, Norman
蔡佳晉
author Tsai, Norman
蔡佳晉
spellingShingle Tsai, Norman
蔡佳晉
台灣公債期貨市場之研究
author_sort Tsai, Norman
title 台灣公債期貨市場之研究
title_short 台灣公債期貨市場之研究
title_full 台灣公債期貨市場之研究
title_fullStr 台灣公債期貨市場之研究
title_full_unstemmed 台灣公債期貨市場之研究
title_sort 台灣公債期貨市場之研究
publishDate 2005
url http://ndltd.ncl.edu.tw/handle/32066788652386927230
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