The empirical research of arbitrage effect in Taiwan 10-years government bond futures market

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 93 === According on the past researches, the futures market in emerging countries often exist the arbitrage opportunities in primary period. So we have interesting if the 10-years government bond futures market would appear such phenomenon in the first trading year i...

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Bibliographic Details
Main Authors: Yung-Hsien Huang, 黃勇諴
Other Authors: none
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/93752449071322921474