Predicting inflation expectations : a habit-based explanation under hedging
Year of publication: |
2023
|
---|---|
Authors: | Dunbar, Kwamie ; Owusu-Amoako, Johnson |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-18
|
Subject: | Core inflation | Futures market | Hedging factor | Inflation expectation | Phillips curve | Inflationserwartung | Inflation expectations | Hedging | Inflation | Phillips-Kurve | Schätzung | Estimation | Theorie | Theory | Prognoseverfahren | Forecasting model | Derivat | Derivative |
-
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie, (2023)
-
Forecasting US inflation using Markov dimension switching
Prüser, Jan, (2017)
-
Chan, Joshua, (2017)
- More ...
-
The impact of hedging on risk-averse agents’ output decisions
Dunbar, Kwamie, (2021)
-
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie, (2022)
-
Predictability of Crypto Returns : A Habit-Based Explanation of the Risk Premium
Dunbar, Kwamie, (2022)
- More ...