English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113311/144292 (79%)
Visitors : 50931883      Online Users : 977
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 >  Item 140.119/72688
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/72688


    Title: 新加坡摩根台指期貨與本國台指期貨合約稅制、保證金、漲跌設計及替代性之比較
    Authors: 李志宏;李進生;盧陽正
    Lee, Jie-Haun
    Contributors: 財管系
    Keywords: 契約替代性;交易稅;保證金;漲跌幅限制
    Date: 2000
    Issue Date: 2015-01-08 17:37:30 (UTC+8)
    Abstract: 本文以SIMEX摩根台指期貨與TAIFEX台指期貨為標的,探究重覆性掛牌交易期貨契約之間的替代性程度與交易量轉移現象,而替代性程度決定於價格變動相關性、市場交帽環境限制與報價幣別。本文發現嚴苛的交易環境限制產生的負面效應會隨契約之間的價格變動相關性降低而遞減,而TAIFEX類股指數(電子與金融)與SIMEX摩根台指之間的替代性較低,因而受交帽環境限制影響相對較少,亦較具開發市場潛在交易量能力。另外,分別考慮影響SIMEX與TAIFEX的交易環境限制因素(交易稅、保證金及漲跌幅限制),並具體分析可能的改善作法,作為提升TAIFEX台指期貨(價格變動相關性較高)交易量以及我國期貨市場競爭力的建議。
    Relation: 證券市場發展季刊, 12(1), 147-168
    Data Type: article
    Appears in Collections:[財務管理學系] 期刊論文

    Files in This Item:

    File SizeFormat
    5.doc19KbMicrosoft Word2280View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback