A Study of Spread Arbitrage Efficiency of Dual Listing
碩士 === 逢甲大學 === 企業管理所 === 91 === This studies attempt to find profit of stock index futures for dual listing between TAIFEX and SIMEX. Because there is exchange rate risk in the different markets, this studies add to Forward rate agreement in the risk-free arbitrage equilibrium equation to reduce ex...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/tc78eu |