The study provides international empirical evidence that sukuk securitization positively impacts the systematic risk increase for originator companies. Using a market-based analysis of 68 sukuk issuances during 2004-2020, the study starts by dividing the full sample of sukuk by the announcement...

This paper addresses the challenge of inflation forecasting by adopting a thick modeling approach that integrates forecasts from time- and frequency-domain models. Frequency-domain models excel at capturing long-term trends while also accounting for short-term fluctuations. Combining these...