The Intraday Relationship among Taiwan Stock Index and Its Derivatives and Morgan Stanley Index Futures
碩士 === 國立暨南國際大學 === 國際企業學系 === 95 === This paper investigates the intraday lead-lag relationships between the MSCI Taiwan index futures, TAIFEX futures, TAIFEX options and TAIEX spot, and also the interrelation between ATM options and OTM options. After utilizing the intraday price of every minute f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44373783512273177497 |