Term structure of interest rate: an empirical test of the expectation hypothesis on the Malaysian T- Bill Market

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Term structure of interest rate: an empirical test of the expectation hypothesis on the Malaysian T- Bill Market

Interrelationship between short and long term rates is vital in the understanding of interest rate behaviOur expectation hypothesis claims that the yield of the long term instrument is equal to the average of the short term rates that prevail over the long term period. According to the theory, the u...

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Bibliographic Details
Main Author:	Noor Azlan Ghazali
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 1993
Online Access:	http://journalarticle.ukm.my/7940/ http://journalarticle.ukm.my/7940/1/769-1470-1-SM.pdf

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