The Research of Hedge Effectiveness between Four Types of Index Futures in Taiwan by Using OLS Model
碩士 === 國立臺灣大學 === 國際企業學研究所 === 104 === For most investors in Taiwan, the current main investment market is stock market. When investors obtain numerous positions in the stock market, they may set up reverse positions in future markets to hedge the positions in the spot market. This thesis propos...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61180399025946507557 |