Razak, Marina Abdul; Obiyathulla Ismath Bacha - In: Applied financial economics 19 (2009) 4/6, pp. 445-462
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's...
