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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Veröffentlicht in:Applied financial economics
1. Verfasser: Razak, Marina Abdul (VerfasserIn)
Weitere Verfasser: Obiyathulla Ismath Bacha (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
1996-2006 > Zinsderivat > Malaysia > Aufsatz in Zeitschrift
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