The analysis of hedge ratio between stock and futures market: Evidence from United States and Taiwan
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 96 === Stock and future market have been experiencing rapidly and continue to attract investors who look for opportunities to promote portfolio performance. This paper studies the relationship between the stock and futures markets in terms of lead-lag relationship, co...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/73280742705322035834 |