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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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书目详细资料
Main Authors:	Nursilah, Ahmad,, Sulistya, Rusgianto,
格式:	Conference Paper
语言:	en_US
出版:	Elsevier Science Bv 2015
主题:	Sukuk yield spreads long memory ARMA DJIM
在线阅读:	http://ddms.usim.edu.my/handle/123456789/8959
标签:	添加标签没有标签, 成为第一个标记此记录!

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