Basis Trade Analsis after Financial Tsunami
碩士 === 臺灣大學 === 財務金融學研究所 === 98 === In 2008, when the financial tsunami occurred, borrowing costs raised and the counterparty of credit default swap defaulted eroded the profit of basis trade, investors of basis trading strategy were forced to close their position. Facing poor market liquidity and f...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/79592698397472758552 |