Predicting the inflation rate in Malaysia using sukuk term structure

• Main Authors: Humaida Banu Samsudin,, Nur Atikah Mohamed Rozali,, Dini Naziha Mohamad,
• Format: Article
• Language: English
• Published: Pusat Pengajian Sains Matematik, Fakulti Sains dan Teknologi, Universiti Kebangsaan Malaysia 2016
• Online Access: http://journalarticle.ukm.my/10201/1/jqma-12-1_2-paper3.pdf; http://journalarticle.ukm.my/10201/; http://www.ukm.my/jqma/jqma12_1_2a.html

The ability to forecast inflation rate accurately is vital since inflation has a big impact on both society and the country in general. One of the methods used to predict inflation rate is by observing the term structure. There have been many studies done on term structure of conventional bonds but...