On the determinants of basis spread for Taiwan index futures and the role of speculators
Charles Chang; Emily Lin
| Year of publication: |
2014
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|---|---|
| Authors: | Chang, Charles ; Lin, Emily |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 17.2014, 1, p. 1-30
|
| Subject: | Basis risk | futures arbitrage | liquidity | probability of informed trading | market maturity | Taiwan | Index-Futures | Index futures | Derivat | Derivative | Spekulation | Speculation | Arbitrage | Liquidität | Liquidity | Hedging | Warenbörse | Commodity exchange |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010348818