Analysis of Intermarket Spread Trading between Taiwan Stock Price Index Futures and MSCI Taiwan Index Futures
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === This thesis investigates the performance of spread trading between TAIFEX and SGX-DT Taiwan index futures. There are several problems to be overcame as a result of the difference between two futures contracts and exchange rate. The conclusions from researching ar...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45813149559568208319 |