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关于美元与日元市场间套利交易的实证研究

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摘要 套利交易是指投资者同时利用两地利息率的差价和货币汇率的差价,流动资本以赚取利润。这种套利交易策略在外汇市场上十分常见,但从经济学理论上讲,该策略违反了无抛补利率平价理论。本文将以美元和日元市场为例,对二者之间的套利交易进行实证研究,论证该策略的收益特性与风险水平。
作者 王晓慧
出处 《现代商业》 2016年第28期157-158,共2页 Modern Business
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