The Hedging Effectiveness Between TWSI Cash Index and Futures of SIMEX MSCI,CME Dow Jones Taiwan Indices

碩士 === 國立臺灣大學 === 財務金融學研究所 === 86 === SIMEX and CME individually introduced the futures based on MSCI and Dow Jones Taiwan Index on January 9 of 1997. The comparison of hedging effectiveness of SIMEX MSCI, CME Dow Jones Taiwan Index futures on TWSI cash...

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Bibliographic Details
Main Authors: HSU, CHI-FENG, 徐其峰
Other Authors: Hwang, Dar-Yeh
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/30181314344536414030