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,...

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Bibliographic Details
Main Authors: Elshareif, Elgilani Eltahir, Yusop, Zulkornain, Tan, Hui Boon
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
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