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- W2371744750 abstract "The reseach on the volatility spilllover effects between futures market and spot market is important to realize the information flow and risk transfer of development of interest market.In the paper,we made research for futures price return and volatilities between Futures Market and Spot Market in Taiwan of China through GRACH-M model.It show that there are asymmetry volatility relation and important influence between two markets and significant single-direction spillover effect of futures market to spot market." @default.
- W2371744750 created "2016-06-24" @default.
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- W2371744750 date "2009-01-01" @default.
- W2371744750 modified "2023-09-24" @default.
- W2371744750 title "The Study of Price Return and Spillover Effects between Interest Rate Futures Market and Spot Market in Taiwan of China" @default.
- W2371744750 hasPublicationYear "2009" @default.
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