跨国风险套利模型的研究

The Research of the Risk Arbitrage Model between Two Countries

结合国际资本资产定价理论与外汇远期与期货合约定价理论,引入在承担相同风险条件下的收益率概念,探讨两国之间跨国风险套利的理论模型。

Combining the theory of International Capital Asset Pricing Model with theory of forward and future contracts on currencies, this paper introduces a conception of different returns under the same risk condition and discusses how to build a risk arbitrage theory model between two countries.