Arbitrage Relationship Between Stock Index Futures and Exchange Traded Funds
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === The thesis uses the mechanism of spread arbitrage by exchange traded funds and index futures in Taiwan and America, and demonstrates that spreads between them can be constructed so as to result in riskless arbitrage. And the empirical result is pointed out, two s...
| 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/58619723008974566804 |