Future and the Nonlinear Adjustment of Weighted Price Index
碩士 === 中原大學 === 國際貿易研究所 === 99 === If we consider the trading costs between futures and spot market, an arbitrage-free regime would exist between the markets,only when price margin exceeds the arbitrage-free regime and profited after net the total transaction cost. The arbitrage activities and the m...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/35052568334399977646 |