Investigating the Presence of Long Memory in DJIM Index Yield Spreads
The aim of this study is to investigate the presence of long memory in sukuk yield spreads and forecast the future yield spreads for sukuk. Specifically, the focus is on the yield spread between Dow Jones Islamic Markets Index (DJIM) and the Malaysian Government Investment Issues (GII). The study us...
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| Main Authors: | , |
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| Format: | Conference Paper |
| Language: | en_US |
| Published: |
Elsevier Science Bv
2015
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| Subjects: | |
| Online Access: | http://ddms.usim.edu.my/handle/123456789/8959 |
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