An Empirical Study of Arbitrage Strategies on Stock Price Index Futures for TAIFEX in Taiwan
碩士 === 大葉大學 === 事業經營研究所 === 87 === With the internationalization and liberalization of Taiwan''s financial market, and the APROC (Asia-Pacific Regional Operating Center) Project for Finance on Taiwan, more and more financial derivatives are introduced to Taiwan. Futures is one of them. Als...
Main Authors: | Alpha Shun-Fa Hsu., 許順發 |
---|---|
Other Authors: | 潘振雄 |
Format: | Others |
Language: | zh-TW |
Published: |
1999
|
Online Access: | http://ndltd.ncl.edu.tw/handle/56753735239938191385 |
Similar Items
-
An Empirical Study of Spread Trading and Arbitrage Strategy for TAIFEX Stock Index Futures
by: Yi-yiao Chiu, et al.
Published: (2004) -
The Impact of Volumes on Stock Index Futures Price and Arbitrage Performance-Empirical Evidence from TAIFEX
by: 宣力宇
Published: (2001) -
An Empirical Study of Pricing Model of TAIFEX Taiwan Stock Index Futures
by: Chung-fu Hsiao, et al.
Published: (1999) -
Basis rate, arbitrage rules, and stock characteristics: For Example of SIMEX MSCI Taiwan and TAIFEX
by: Ya-Ping Hsu, et al.
Published: (2005) -
The Pricing of Stock Index Futures and Index Arbitrage : An Empirical Study of SIMEX MCSI Taiwan Index Futures
by: HO, Tzung-Lin, et al.
Published: (1998)