The Interrelationships among Stock Index Futures Traded in Taiwan Futures Exchange
碩士 === 國立雲林科技大學 === 財務金融系 === 90 === This thesis examines the information spillover effect among stock index futures traded in TAIFEX (Taiwan Futures Exchange). Namely, they are TAIEX futures, Mini-TAIEX futures, TSE Electronic Sector Index futures and TSE Banking and Insurance Sector Index futures....
Main Authors: | Pei-Fang Lu, 呂佩芳 |
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Other Authors: | Jien-Wei Yang |
Format: | Others |
Language: | zh-TW |
Published: |
2002
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Online Access: | http://ndltd.ncl.edu.tw/handle/47888192171655706569 |
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