The impact of SPAN margins system on the market quality : Evidence from Taiwan''s futures market.
碩士 === 國立高雄第一科技大學 === 金融所 === 98 === This paper examines the impact of SPAN margins system on the Taiwan’s futures market quality. In this study, we use Chou and Wang (2006) proposed three-equation structural model and Ljung and Box (1978) proposed Q statistic to examine the impact of SPAN margins s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09804594008540027344 |