U.S. Quantitative Easing Policy Effect on TAIEX Futures Market Efficiency
碩士 === 國立臺灣大學 === 財務金融學研究所 === 102 === This paper focuses on Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) Futures market efficiency after announcement of Quantitative Easing (QE) policy. We introduced order imbalance to our study and applied it to OLS and GARCH (1, 1) model to e...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95825310075129402401 |