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:
Online Access:http://irep.iium.edu.my/12418/
http://irep.iium.edu.my/12418/
http://irep.iium.edu.my/12418/1/pricing_efficiency.pdf