Interaction Effect Between Futures Index and Open Interest in China and Taiwan Futures Market

碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 104 === This paper mainly study interaction effect between futures index and open interest in China and Taiwan Futures Market.The sample is used to choose daily data of Taiwan Future Market during the volley bottom period from December 19, 2011 to August 24, 2015.Res...

Full description

Bibliographic Details
Main Authors: Chao-Li Lin, 林釗利
Other Authors: Yu-Chen Tu
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/86254416819593742707