Research on Contract Specifications and Arbitrage Opportunities of US Dollar-Denominated Taiwan Stock Index Futures

碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === SIMEX introduced MSCI Taiwan index futures on Jan 9 1997,and TAIMEX introduced Taiwan Stock Exchange Capitalization Weighted Stock Index futures (TAIEX Futures) on Jul 21 1998. The sum of Taiwan index futures trading volumes in Taiwan and Singapore is...

Full description

Bibliographic Details
Main Authors: Hu, Ya-Ting, 胡雅婷
Other Authors: Lin,Yun
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/72037886505228373619