摘要
股票指数期货套利是股票指数期货市场中一种重要的交易行为,股指期货价格的合理定价,对促进股指期货市场功能的有效发挥以及促进现货市场的发展有着重要作用,但对现货市场有不利影响。对国外近20年来股指期货套利相关文献进行评述,希望能够对中国即将推出的股指期货交易提供套利方面的理论研究支持和政策建议。
Arbitrage in stock index future is one of the most important actions in stock index future market. Arbitrage is important to provide reasonable price of stock index futures, promote the function of the stock index futures market and the development of spot stocks market. However, it also has bad effects to the spot stocks market. The author makes a literature review on relative literatures of arbitrage in stock index futures, hoping to provide theoretical research support and policy suggestion to the coming stock index futures exchange in arbitrage.
出处
《云南财经大学学报》
2008年第2期92-97,共6页
Journal of Yunnan University of Finance and Economics
关键词
股指期货
套利
文献评述
Stock Index Future
Arbitrage
Literature Review
