Factor of the influence base difference risk: Take Taiwan stock market as the example
碩士 === 高苑科技大學 === 經營管理研究所 === 97 === Traditionally, the price relationship between stock index spot and futures is explained by the Cost-of-Carry Model by Cornell & French (1983 a). Based on this model, many papers have subsequently carried out studies on the pros and cons under a perfect market...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33587665014820544717 |