Pricing and Arbitrage of Stock Index Futures：Evidence from Global Major Stock Index Futures Markets
碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === Capital markets are imperfect. The empirical evidence is based on eight stock index futures contracts, i.e., the S&P 500, the FTSE 100, the DAX, the CAC 40, the Nikkei 225, the HANG SENG INDEX, the TAIFEX and the KOSPI 200 index futures contracts. The main...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68283762972127815714 |