The Relationship of TAIEX and Exchange Rate-The Empirical Study on Interaction between Spot and Futures

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 102 === This study aimed to explore the correlations between two actuals, Taiwan Stock Exchange Weighted Index (TWSE Index or TAIEX) and the exchange rate of USD to TWD. Besides, in consideration of possible mutual influences to actual market by financial derivative...

Full description

Bibliographic Details
Main Authors: Li-Hwa Chang, 張麗華
Other Authors: Yen-Shin Cheng
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/vq4ru4