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dc.contributor.author陳振釧en_US
dc.contributor.authorChen, Franken_US
dc.contributor.author巫永森en_US
dc.contributor.authorWu Yung-Sunen_US
dc.date.accessioned2014-12-12T02:19:06Z-
dc.date.available2014-12-12T02:19:06Z-
dc.date.issued1997en_US
dc.identifier.urihttp://140.113.39.130/cdrfb3/record/nctu/#NT860457085en_US
dc.identifier.urihttp://hdl.handle.net/11536/63153-
dc.description.abstract　　本研究以Granger因果檢定法，檢定台灣股價加權平均指數與SIMEX 摩根台指期貨之影響互動關係。本文結果顯示：１、在當期交易，台灣股 價加權平均指數之變動會影響新加坡SIMEX 摩根台指期貨；而新 加坡 SIMEX 摩根台指期貨價格變動亦會影響台灣股價加權平均指數。２、摩根 台指期貨價格變動有領先台灣股價加權平均指數一天的現象。３、期間超 過一天以上，兩者即無明顯的互動關係。zh_TW
dc.language.isozh_TWen_US
dc.subject股價指數期貨zh_TW
dc.subject相關性zh_TW
dc.subjectstock index futuresen_US
dc.subjectrelationshipen_US
dc.title台灣加權股價指數與新加坡SIMEX摩根台指期貨相關性之研究zh_TW
dc.titleA study of the stock index futures relationship between Taiwan and SIMEXen_US
dc.typeThesisen_US
dc.contributor.department管理科學系所zh_TW
Appears in Collections:Thesis


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