臺灣期貨契約成敗因素之探討

The Successful and Failure Factors of Futures Contracts in Taiwan

賴思璇(Lai, Sz-Hsuan)

指導教授 ： 謝文良

淡江大學/商學院/財務金融學系碩士在職專班/碩士(2008年)

https://doi.org/10.6846/TKU.2008.01182

摘要

本篇摘要未授權

關鍵字

期貨契約 ； 市場規模 ； 價格波動 ； 避險績效 ； 流動性

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

futures contracts ； market size ； volatility ； hedge effectiveness ； liquidity

參考文獻

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5.Carlton, D., (1983a), “Futures volume, market interrelationships, and industry structure.” American Journal of Agricultural Economics, 65, (May), pp.380-387.

6.Carlton, D., (1984), “Futures markets: their purpose, their history, their growth, their successes and failures.” Journal of Futures Markets, 4(3), pp.237-271.

7.Corkish J., Holland A. and Vila A. F., (1997), “The determinants of successful financial innovation: an empirical analysis of futures innovation on LIFFE”, Bank of England, pp.1-35.

8.Cuny, C. J., (1993), “The Role of Liquidity in Futures Market Innovations”, The Review of Financial Studies, Vol.6, No.1, 1993, pp. 57-78.