원/달러 현물환과 NDF간 정보전달과 차익거래 수익성에 대한 실증연구An empirical study on the information flow between Won/Dollar spot and non-deliverable forward and ex post arbitrage profitability

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 430
  • Download : 0
Advisors
변석준researcherByun, Suk-Joonresearcher
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2003
Identifier
181428/325007 / 020013747
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ iv, 56 p. ]

Keywords

정보전달; 역외선물환; 원/달러 현물환; 차익거래; arbitrage; information flow; Non-Deliverable Forward; won/dollar spot

URI
http://hdl.handle.net/10203/52160
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=181428&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0