The relationship between open interest and price volatility
碩士 === 淡江大學 === 財務金融學系 === 92 === This thesis examines the empirical relationship between open interest and price volatility using the stock index futures in Taiwan future market. Open interest is used as a proxy variable of hedge level. First, the thesis investigates the relationship between open...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/79756368346718238583 |