A Study on the dynamic internations of the Morgan and Taiwan index futures and stock index
碩士 === 逢甲大學 === 經營管理碩士在職專班 === 93 === Empirical literature always uses lead-lag relationship between future market index and stock market index to test the theoretical saying that future market is more sensitive than spot market. The purpose of this paper examines whether this relationship exists or...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77913357928630017618 |