The dynamic relationships between Index Returns, Basis, Open interest and the behavior of foreign investors in Taiwan stock market
碩士 === 國立高雄第一科技大學 === 財務管理所 === 90 === Abstract This paper uses the Vector Autoregressive (VARs) model and Error-Correction (ECM) model to examine interdependencies among foreign investor’s behavior, index returns, open interest and basis of the Taiwan stock index and index futures markets. Empirica...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23396237781793423503 |