The Relationship between Futures Prices and Spot Prices—Case of Taiwan Stock Markets over 2008 Crash
碩士 === 銘傳大學 === 財務金融學系碩士班 === 100 === In this study, we investigate the interaction, especially, the lead-lag relationship, between Taiwan stock index futures and spot during the period of financial crisis in 2008 and the period of post-crisis in 2010. Using the daily and intraday data, the empi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29332932359046002690 |