Pricing efficiency of the 3-month KLIBOR futures contracts: An empirical analysis
This study is an empirical investigation of the pricing efficiency of Malaysia's interest rate futures contract, the 3-month Kuala Lumpur Interbank Offered Rates (KLIBOR) futures contract. This article also examines several issues related to pricing efficiency. The study spans the contract'...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Chapman & Hall
2009
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/12418/ http://irep.iium.edu.my/12418/ http://irep.iium.edu.my/12418/1/pricing_efficiency.pdf |