What do scientists know about inflation hedging?

S Arnold, BR Auer - The North American Journal of Economics and Finance, 2015 - Elsevier
In this article, we give an overview of the state of scientific knowledge on inflation hedging.
Specifically, we distill the results of several decades of research analysing the relationship …

Inflation and individual equities

A Ang, M Brière, O Signori - Financial Analysts Journal, 2012 - Taylor & Francis
Since 1990, stocks with strong inflation-hedging abilities have had higher average returns
than stocks with low inflation betas and have tended to be drawn from the technology and …

Hedging inflation with individual US stocks: A long-run portfolio analysis

G Bampinas, T Panagiotidis - The North American Journal of Economics …, 2016 - Elsevier
This paper examines whether individual stocks can act as inflation hedgers. We focus on
longer investment horizons and construct in-and out-of-sample portfolios based on the long …

[HTML][HTML] Listed real estate as an inflation hedge across regimes

J Muckenhaupt, M Hoesli, B Zhu - The Journal of Real Estate Finance and …, 2023 - Springer
This paper examines the inflation-hedging capability of listed real estate (LRE) companies in
the US from 1975 to 2023, and in three other economies—the UK, Japan, and Australia …

Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession

L Spierdijk, Z Umar - Journal of Economics and Business, 2015 - Elsevier
Inflation hedging is an important issue for long-term investors, even during prolonged
periods of relatively low inflation. This study analyzes the inflation-hedging properties of US …

Consumer protection and the design of the default option of a pan-European pension product

A Berardi, C Tebaldi, F Trojani - Swiss Finance Institute Research …, 2018 - papers.ssrn.com
We address potential strengths and weaknesses of alternative protection schemes, which
can be adopted as a 'default option'in a private, third pillar, pension product. In light of the …

Volatility Spillover and Directionality in Cryptocurrency and Metal Markets

S Dutta, P Kayal… - Journal of Emerging …, 2023 - journals.sagepub.com
This article investigates the dynamic relationship between cryptocurrencies and metals,
examining the existence and direction of volatility spillovers. While previous studies have …

Is there an effect of policy-related uncertainty on inflation? evidence from the United States under Trump

R Selmi, J Bouoiyour, ME Wohar, Y Errami - Applied Economics, 2020 - Taylor & Francis
This study bridges the existing literature on the macroeconomic effects of policy-related
uncertainty and the literature on inflation dynamics and provide fresh insights on the impacts …

The Capital-Protection Capacity of Emerging Markets Inflation-Linked Bonds

M de Jong, L Swinkels - The Journal of Portfolio …, 2022 - jpm.pm-research.com
The authors investigate the capital-protection property of inflation-linked bonds in an
international context during the period 2012 to 2022. Inflation-linked bonds compensate …

[HTML][HTML] Inflation Forecasts and European Asset Returns: A Regime-Switching Approach

N Pesci, JP Aguilar, V James, F Rouillé - Journal of Risk and Financial …, 2022 - mdpi.com
Considering market-based inflation expectations, we show that investors' forecasts are non-
linear. We capture this non-linear behavior with a Markov-switching model that allows us to …