A Study of Volatility Spillover Effects of Soybeans Futures between Chicago Board of Trade and South African Futures Exchange Markets
碩士 === 國立臺灣大學 === 農業經濟學研究所 === 103 === Abstract Volatility spill-over is the amount of volatility that spills over from an international market to a local market. The study of volatility spillovers provides useful insights, as a form of price discovery, into how information is transmitted from one a...
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| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43267851907489197312 |