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    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:[Department of Finance] Periodical Articles

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