Applied to A Varying Correlation Bivariate GARCH-M Taiwan’s Stock and futures Markets Contagion effect
碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === Since the derivatives listed, many explore the cash and futures market relations to emerge, especially in derivatives transactions for the spot market, the spread effect is an important topic. According to Fama (1970) definition of the efficient market, price ef...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68qnaf |