The Interaction of Currency Arbitrage and Stock Return: the Empirical Evidence for Six Asian Markets
碩士 === 東海大學 === 財務金融學系 === 102 === In this study, we investigate rate of return on arbitrage from forward exchange and Non-Delivery forward and further examine the correlation between rate of return on arbitrage from forward exchange and Non-Delivery forward. The empirical evidence indicates a negat...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3e4a4n |