The Multinational Stock Index Arbitrage -the Case of Nikkei 225
碩士 === 輔仁大學 === 金融研究所 === 84 === The Nikkei 225 index futures are traded in OSE , SIMEX and CME. This thesis investigates the behavior of index arbitrage for OSE and SIMEX and tests whether the arbitrage opportunities exist...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29570454362102485946 |