The Impact to Cheapest-to-deliver Bond's Transaction on Bond Futures Expired
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 93 === TAIFEX Taiwan Government Bond Futures starts on January 1, 2004. The cash bond holder will open a short position with hedge purpose on it, and it is expected to increase the volume of off-the-run bond. This research intends to study the impact to cheapest-to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29822371709896706280 |