The Hedging Effectiveness of Time-Varying Hedge Ratios-Evidence from The MSCI and TAIFEX Taiwan Stock Index Futures
碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === The purpose of this paper is to investigate the hedging effectiveness of the TAIFEX and the US dollar denominated SGX MSCI Taiwan index futures contracts for managing MSCI Taiwan index. The Additionally, thesis compares the hedging effectiveness of various time...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95352859963393254491 |