The Distinct Relationships between Taiwan Stock Index Futures, Spot and Options Caused by Economic Crisis
碩士 === 東海大學 === 經濟系 === 100 === This research is to explore the lead - lag relationships between spot, futures and options markets of Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX), the data before and after Economic Crisis are used to examine effects of the Crisis to the relation...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31051915844058595777 |