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Margins and price limits in Taiwan's stock index futures market
Pin Huang Chou
, Mei Chen Lin
, Min Teh Yu
Department of Finance
Research output
:
Contribution to journal
›
Review article
›
peer-review
13
Scopus citations
Overview
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Keyphrases
Taiwan
100%
Price Limits
100%
Stock Index Futures Market
100%
Index Level
28%
Contracting Costs
28%
Margin Requirements
28%
Default Risk
14%
Futures Contracts
14%
Contract Design
14%
Futures Markets
14%
Futures Prices
14%
Index Futures
14%
Taiwan Stock Market
14%
Cost-minimizing
14%
Cost Minimization
14%
Taiwan Futures Exchange
14%
Optimal Margin
14%
Spot Market
14%
Stock Futures
14%
Spot Price
14%
Limit Price
14%
Contract Performance
14%
Efficient Contract
14%
Economics, Econometrics and Finance
Stock Index
100%
Futures Market
100%
Price
100%
Futures Exchange
14%
Index Futures
14%
Cost Minimization
14%