The Relation of the Global Financial Crisis Incident to Taiwan Stock Index Futures and Msci Taiwan Stock Index Futures—Empirical Study on Bull and Bear Market

碩士 === 國立中正大學 === 財務金融研究所 === 99 === This paper is on the basis of the global financial crisis incident to compare the relation and impulse response among return, volume and open interest of Taiwan Stock Index Futures and the Msci Taiwan Stock Index Futures in the period of bull and bear market. The...

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Bibliographic Details
Main Authors: Ching-Hung Tsai, 蔡靜鴻
Other Authors: I-Yuan Chuang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/12963271897226443525