| 黄金期现套利研究 |
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| 引用本文： | 余敏,游宗君. 黄金期现套利研究[J]. 贵州商业高等专科学校学报, 2009, 22(1): 5-8 |
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| 作者姓名： | 余敏 游宗君 |
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| 作者单位： | 贵州财经学院,金融学院,贵州,贵阳,550004;西南财经大学,金融学院,四川,成都,610074 |
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| 摘 要： | 黄金品种投资已经成为一种重要的投资形式。文章从分析黄金期现套利的原理和方式入手，结合当前市场期现无套利区间的确定，设定假设条件，采用价差分析方法和无套利模型思想，建立模型并进行实证分析得出套利投资策略。
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| 关 键 词： | 黄金投资 套利模型 黄金期货 投资策略 |
Research on Arbitrage Between Gold Spot and Gold Futures |
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| Yu Ming,You Zong-jun. Research on Arbitrage Between Gold Spot and Gold Futures[J]. Journal of Guizhou Commercial College, 2009, 22(1): 5-8 |
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| Authors: | Yu Ming You Zong-jun |
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| Affiliation: | 1.Guizhou college of finance and economics;Guiyang;Gzuizhou 550004;2.Southwestern university of finance and economics;Chengdu;Sichuan 610074 |
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| Abstract: | Gold investment is an important investment form.This paper analysis the theory and methods of arbitrage between gold spot and gold futures.Combining the market,the paper gives the hypothesis,builds the model and researches in substantial evidence and comes to the conclusion of investment strategy via price differential method and non-arbitrage model. |
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| Keywords: | Gold investment Arbitrage model Gold futures Investment strategy |
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