Pricing efficiency of the 3-month KLIBOR futures contracts: An empirical analysis

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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'...

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Bibliographic Details
Main Authors:	Razak, Marina Abdul, Bacha, Obiyathulla Ismath
Format:	Article
Language:	English
Published:	Chapman & Hall 2009
Subjects:	HB Economic Theory HB221 Price
Online Access:	http://irep.iium.edu.my/12418/ http://irep.iium.edu.my/12418/1/pricing_efficiency.pdf

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