The Investment Strategy of Taiwan Futures Market after Quantitative Easing Monetary Policy

@inproceedings{Lan2017TheIS,
  title={The Investment Strategy of Taiwan Futures Market after Quantitative Easing Monetary Policy},
  author={Yu-wei Lan and Dan Lin and L. C. Lin},
  year={2017}
}
After the financial crisis in 2008, US Federal Reserve adopted quantitative easing monetary policy to boost the US economy. However, the hot money made tremendous shocks in financial markets. After 2015, the US job market stabilized and the Fed ended the QE and started raising interest rates. The aim of this study is to show that institutional investors affect TAIEX futures through MSCI Taiwan Index Futures, and consequently affect Taiwan 50 ETF. This study incorporates the price spread of… CONTINUE READING

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