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....

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Bibliographic Details
Main Authors: Pei-Fang Lu, 呂佩芳
Other Authors: Jien-Wei Yang
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/47888192171655706569

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