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,...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2008
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| Online Access: | http://psasir.upm.edu.my/id/eprint/689/1/bab10.pdf |