Rosadi, Dedi and Wahyuni, Heni and Redjeki, Sri and -, Muslim (2017) Modeling the yields curve of Sukuk Ijarah. In: 61st World Statistics Congress, 16-21 Juli 2017, Marrakech, Morocco.
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Text (Modeling the yields curve of Sukuk Ijarah)
Makalah_Modeling the price of Sukuk Ijarah and sukuk mudharabah1.pdf - Published Version Download (7MB) |
Abstract
Shariah financial products are currently developing in sharia financial market, including in Indonesia bond market. One of the most important products is called as Sukuk which is commonly referred to as "sharia compliant" bonds. The types of Sukuk that have been widely traded in Indonesia until now are Sukuk Ijarah and Sukuk Mudharabah. To compare yields for bonds with different maturity time (including sukuk), we may use the yield curve (see also Ariff and Safari, 2012). To the best of our knowledge, there is no previous study has been considered in the literature to model the yields curve of sukuk. In this paper, we discuss two approaches for modeling the term structure of the fixed-non- callable Suklas Ijarah and provide the empirical studies using data from Indonesia Bonds market. Keywords: first keyword; Sukuk Ijarah; fixed-non-callable; yield curve
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Additional Information: | Nama Penulis:Dedi Rosadi,Heni Wahyuni,Sri Redjeki, dan Muslim |
| Uncontrolled Keywords: | first keyword; Sukuk Ijarah; fixed-non-callable; yield curve |
| Subjects: | D Ilmu Sosial (Social Sciences) > D2 Ilmu Ekonomi (Economics) |
| Divisions: | Prosiding (Proceedings) |
| Depositing User: | Titis Pratiwi |
| Date Deposited: | 11 Apr 2022 07:07 |
| Last Modified: | 11 Apr 2022 07:07 |
| URI: | http://eprints.utdi.ac.id/id/eprint/9645 |
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