A Study of the Arbitrages between SGX FTSE China A50 Index Futures and iShares FTSE A50 China Index ETF

碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 102 === This study investigates price relations and arbitrage opportunities between SGX FTSE China A50 Index Futures and iShares FTSE A50 China Index ETF. Objects of this study are FTSE Xinhua China A50 Index, iShares FTSE A50 China Index ETF and SGX FTSE China A50...

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Bibliographic Details
Main Authors: Cheng-Fang Kuo, 郭正芳
Other Authors: Yang-Cheng Lu
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/63046674480773417679