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The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis (IMES discussion paper series 2006-E-9)

The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis (IMES discussion paper series 2006-E-9)
Digital電子書籍・電子雑誌障害者向け資料あり
Institute for Monetary and Economic Studies, Bank of Japan, Steven Li日本銀行2006-06
National Diet Library

The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis (IMES discussion paper series ; no. 2006-E-9)

The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis (IMES discussion paper series ; no. 2006-E-9)
Paper図書
[by] Steven LiInstitute for Monetary and Economic Studies, Bank of Japan[2006]<D9-B67>
National Diet LibraryOther Libraries in Japan

Ｔｈｅ　ａｒｂｉｔｒａｇｅ　ｅｆｆｉｃｉｅｎｃｙ　ｏｆ　Ｎｉｋｋｅｉ　２２５　ｏｐｔｉｏｎｓ　ｍａｒｋｅｔ : ａ　ｐｕｔ‐ｃａｌｌ　ｐａｒｉｔｙ　ａｎａｌｙｓｉｓ (ＩＭＥＳ　ｄｉｓｃｕｓｓｉｏｎ　ｐａｐｅｒ　ｓｅｒｉｅｓ　 ; Ｎｏ．２００６-Ｅ-９)

Ｔｈｅ　ａｒｂｉｔｒａｇｅ　ｅｆｆｉｃｉｅｎｃｙ　ｏｆ　Ｎｉｋｋｅｉ　２２５　ｏｐｔｉｏｎｓ　ｍａｒｋｅｔ : ａ　ｐｕｔ‐ｃａｌｌ　ｐａｒｉｔｙ　ａｎａｌｙｓｉｓ (ＩＭＥＳ　ｄｉｓｃｕｓｓｉｏｎ　ｐａｐｅｒ　ｓｅｒｉｅｓ　 ; Ｎｏ．２００６-Ｅ-９)
Paper図書
ｂｙＳｔｅｖｅｎＬｉＩｎｓｔｉｔｕｔｅ　ｆｏｒ　Ｍｏｎｅｔａｒｙ　ａｎｄ　Ｅｃｏｎｏｍｉｃ　Ｓｔｕｄｉｅｓ，Ｂａｎｋ　ｏｆ　Ｊａｐａｎ〔２００６〕
Other Libraries in Japan

IMES discussion paper series

IMES discussion paper series
Paper図書
日本銀行金融研究所1996-
Other Libraries in Japan
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