Value-added information in term structure: the case of Malaysian government securities
This study empirically examines the impact of value-added information in the risk premium on the predictability of longer maturity term structure about future short-term rates in Malaysian fixed income securities market. Regardless of the absence of a time-varying risk premium in the interest rate,...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2008
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/689/1/bab10.pdf http://psasir.upm.edu.my/id/eprint/689/ http://econ.upm.edu.my/ijem/vol2_no1.htm |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Putra Malaysia |
| Language: | English |