The Information Content of VIX as Timing Indicator on Stock Market
碩士 === 南華大學 === 企業管理學系管理科學碩博士班 === 105 === The purpose of this paper is to examine whether the VIX index (VIX) in Taiwan reflects the market sentiment in the market. The Taiwan’s VIX index published by Taiwan Futures Exchange which is referred to CBOE’s VIX launched in 1993 is used as the timing i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/579bg4 |