A Study on Index Arbitrage during the Asian Financial Crisis
碩士 === 國立高雄第一科技大學 === 金融營運所 === 96 === This thesis employs ex-post test of arbitrage and regression analysis to examine the extents of mispricings and arbitrage profits during the Asian financial crisis period. The empirical evidence is based on three stock index futures contracts: the Nikkei 225 in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5587qn |