The Study of Basis Effects on the Hedging Performance in Taiwan Stock Markets
碩士 === 東海大學 === 財務金融學系碩士在職專班 === 99 === With the TAIFEX futures being hedging tool, the paper verifies whether hedging model accommodating basis improves the hedging performance in contrast to ordinary hedging model. We also examine whether hedging performance varies with different lengths of hedgin...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/75175722905132791557 |