322事件看台股期貨市場之流動性風險與系統性風險及短期投資折扣率之估算--從2004年總統大選後

碩士 === 國立政治大學 === 金融研究所 === 93 === In 2004, Taiwan’s future market suffered both serious liquidity risk and systematic risk. At March 22nd in 2004, the Taiwan Future Index fall down and touched the maximum limit-7% suddenly. The volume of future market was extremely low. This paper called this ev...

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Bibliographic Details
Main Authors: Chang, Ching-Wen, 張瀞文
Other Authors: Shen, Chung-Hua
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/88637213408090806778