Large Traders Transactions and Dollar Index Futures Returns
碩士 === 國立臺灣大學 === 經濟學研究所 === 104 === This paper uses weekly data from 2005:W1 to 2015:W43, covering 564 entries of observation data, to explore whether net positions of Non-commercial traders in dollar index futures market can predict the return of dollar index futures market. The correlation betwe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89167833590542762486 |