Does maturity period alter the degree of risk on sukuk (Islamic bond) return? A study among Dow Jones sukuk index

This study attempted to examine the different types of risk embedded in the various maturity periods of sukuk structure and to determine the relationship between the risks and the returns of sukuk. Data were collected from the sukuk market period from 2005 to 2015 on a periodic monthly basis and analyzed using descriptive, correlation and multiple regressions analysis. The test results confirm Dow Jones maturity base confirmed that four models...