Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines
β Scribed by Abdalla, Issam S.A.; Murinde, Victor
- Book ID
- 121190857
- Publisher
- Taylor and Francis Group
- Year
- 1997
- Tongue
- English
- Weight
- 206 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0960-3107
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## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The priceβdiscovery ability of the Taiwan Top 50 Tracker Fund, an exchangeβtraded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum
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