The Relationship Between Spot Stock Index and It''s Future Contracts by Investigation of Taiwan Stock Exchange Capitalization Weighted Stock Index(TAIEX)
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 87 === This article presents the lead-lag relationship between spot stock index and it’s futures contracts by investigation of Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). To investigat the lead-lag relationship between spot market and futures...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22552675287982002959 |