The Effect of Macroeconomic Information Releases on the Lead-Lag Relationship Between the Taiwan Derivatives Markets and The Spot Market
碩士 === 崑山科技大學 === 企業管理研究所 === 91 === This paper is to examine the effect of macroeconomic information releases on the lead-lag relationship between the derivatives markets and the spot index markets. Frino (2000) integrates that the lead-lag relationship between these markets are caused by asynchron...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89832517454529016159 |