The Study of the Portfolio Hedging Strategy on Currency Forward Contracts and Currency Futures
碩士 === 國立臺北大學 === 合作經濟學系 === 94 === This study tests the abnormality (over-reaction or under-reaction) of Taiwan public stock market. We construct portfolios based on the different levels of return and volume applying the concept of Filter Rules proposed by Cooper (1999). The purpose is to show whet...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97560939658618287344 |