An application of threshold cointegration to Taiwan stock index futures and spot markets
Year of publication: |
2003
|
---|---|
Authors: | Lin, Ching-chung ; Chen, Shen-yuan ; Hwang, Dar-yeh |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 6.2003, 3, p. 291-304
|
Subject: | Index-Futures | Index futures | Derivat | Derivative | Arbitrage Pricing | Arbitrage pricing | Taiwan |
-
An alternative approach to evaluating the agreement between financial markets
Seung Oh Nam, (2010)
-
Neumann, Kai, (1999)
-
Neumann, Kai, (1999)
- More ...
-
Does index futures dominate index spot? : Evidence from Taiwan market
Lin, Ching-chung, (2002)
-
Chen, Shen-yuan, (2002)
-
A study on designing a financial supervisory institution in Taiwan
Hwang, Dar-yeh, (2003)
- More ...