Amonhaemanon, Dalina; Annaert, Jan; Ceuster, Marc J.K. De; … - In: International Journal of Financial Research 5 (2014) 4, pp. 180-195
Following the approach of Fama and Schwert (1977), we investigate the inflation hedging ability of stocks, gold and real estate for Vietnam and Thailand. We estimate the relationship between their returns and various inflation measures (actual inflation, expected inflation as well as unexpected...