Comparing the hedging efficiency of cash settlement and physical delivery in Taiwan 10-year Government Bond Futures by DCC GARCH Model
碩士 === 國立中興大學 === 財務金融系所 === 95 === The volumes in Taiwan 10-year Government Bond Futures（GBF）went lower and lower since the contract was listed. Although the authority altered the contract in the condition of the deliverable bonds and the coupon, and adjusted the trading tax rate, it still carried...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/54565714377144153218 |