An empirical study on information spillover effects between Taiwan futures market and spot market
碩士 === 淡江大學 === 管理科學研究所碩士班 === 98 === This study use daily data of Taiwan Futures Exchange Capitalization Weighted Stock index and futures contracts to investigate information spillover effects between the futures market and the spot market by Granger causality tests in returns, mean, volatility...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01512110927972546431 |