The Research of The Transaction Costs and The Covered Interest Parity: Take Japan for an example
碩士 === 國立政治大學 === 金融學系 === 90 === The "Coverd Interest Parity" is very important in the financial market. I do some researches in the thesis: First, we try to find the profits of arbitrage by calculating the bid-ask spread. Besides, I calculate the duration of the opportunity of arbitrage....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54780713627081915204 |