The research to the relationships between Taiwan spot market and relative stock index futures markets

碩士 === 東吳大學 === 經濟學系 === 88 === The study takes the Taiwan Stock Index、SIMEX Taiwan Stock Index Futures and TAIFEX Taiwan Stock Index Futures as the objectives. The major purpose focused on examining the relationship among these three markets'' prices, discussing the Granger-Causality、lead...

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Bibliographic Details
Main Authors: HSU CHIN KAI, 許晉凱
Other Authors: Teh - Pei Yu
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/54046240299524826858