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Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand

✍ Scribed by Jun Nagayasu


Book ID
114341515
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
255 KB
Volume
12
Category
Article
ISSN
1049-0078

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## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The price‐discovery ability of the Taiwan Top 50 Tracker Fund, an exchange‐traded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum