Asterisk support of SIP REFER

I am using asterisk with a VXML application where at a certain point in my application, I use the SIP REFER message to make a call. The Scenario looks like this:

Phone ==========>Asterisk============>Application (REFER)

Once the REFER message arrives to Asterisk, it should normally read the message to check the “REFER TO” header, enter the Dial Plan corresponding to the Referred to number.

All that is happening except that Asterisk is sending a BYE to the Application right after receiving the REFER message (Supervised and not supervised calls) and therefore killing my connection to the application which I need in case there is no answer on the other end.

Is there any way I can configure Asterisk to avoid sending the BYE?