The Relative Price Between Index Spot And Index Futures Using MS-AR(1) Model
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 95 === Because of the high liquidity and lower fee, the index futures become the favorable tools for the purpose of hedging, arbitraging and speculating. In this paper, we use the weekly data of spot price and futures price from the Taiwan Stock Exchange Capitaliz...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/jsgk6v |