Spot-futures arbitrage and inter-market spread transaction of stock index futures in Taiwan
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === This study uses the Taiwan Stock Exchange Capital Weighted Index Futures and the MSCI Taiwan Index Futures to examine the spot-futures arbitrage and the possibility of inter-market spread arbitrage. The sample period is 1998/7/21 to 1999/3/17. Here ar...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82641332013609465019 |