I analyze time series momentum along the Treasury term structure. Past bond returns predict future returns both due to … autocorrelation in bond risk premia and because unexpected bond return shocks increase the premium. Yield curve momentum is primarily … due to autocorrelation in yield changes rather than autocorrelation in bond carry and can largely be captured using a …

This study was to determine the effect of Sukuk maturity, Sukuk rating, and Sukuk emmisions value on Sukuk yield. The … sample in this study was 157 corporate Sukuk issued by corporate and listed on Indonesia Stock Exchange (IDX) during the … period of 2013-2016. This study used multiple regression analysis to examine the effect of Sukuk maturity, Sukuk rating and …