An investigation of the relationship between MSCI Taiwan stock index futures and spots.

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719100-094254

Tags

impluse response analysis

Cointegration

Granger causality

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0719100-094254
Date	19 July 2000
Creators	Chou, Ching-Tsung
Contributors	Don-mow Hong, Ching-nun Lee
Publisher	NSYSU
Source Sets	NSYSU Electronic Thesis and Dissertation Archive
Language	Cholon
Detected Language	English
Type	text
Source	http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0719100-094254
Rights	nofulltext, Copyright information available at source archive