An Empirical Study on Dynamic Arbitrage between Convertible Bonds and Stock’s Volatility in Taiwan
碩士 === 國立屏東科技大學 === 財務金融研究所 === 94 === There is a respectable arbitrage opportunity in domestic CBs for many years. According to the dynamic arbitrage theory advanced by Connolly, Brown and Parnell, I collected 347 convertible bonds listed over the counter from September 2003 to August 2005, and tha...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24994296487230541951 |