This article starts by discussing the concept of “inflation hedging” and provides some estimates of “inflation betas … poor inflation hedges. Expanding the menu of assets to foreign bonds, real estate and gold only improves matters marginally …. This indicates a potentially important role for inflation index linked bonds. We then briefly discuss the pros and cons of …

We decompose 5 year nominal bond yields into real and inflation components in an international context using inflation …-linked and nominal bonds. Real rate variation dominates the variation in inflation-linked and nominal yields, but liquidity and … inflation risk premiums are also important. Cross-country nominal and inflation-linked yield correlations have declined since …

both bond and equity yields co-move strongly and positively with expected inflation. While inflation co-moves with nominal … bond yields for obvious reasons, the positive correlation between expected inflation and equity yields has long puzzled …-based risk aversion. In the US, high expected inflation has tended to coincide with periods of heightened uncertainty about real …

to the fact that both bond and equity yields commove strongly and positively with expected inflation. While inflation … commoves with nominal bond yields for well-known reasons, the positive correlation between expected inflation and equity yields … uncertainty about real growth prospects and habit -- based risk version. In the US, high expected inflation has tended to …

to the fact that both bond and equity yields commove strongly and positively with expected inflation. While inflation … commoves with nominal bond yields for well-known reasons, the positive correlation between expected inflation and equity yields … uncertainty about real growth prospects and habit -- based risk version. In the US, high expected inflation has tended to …

such as interest rates, (expected) inflation, output growth and dividend payouts. We also view risk aversion, and … uncertainty about inflation and output as additional potential factors. Even the best-fitting economic factor model fits the …

economic growth and inflation decline right after and up to a year following a FTS spell. …

growth and inflation decline right after and up to a year following a FTS spell. …

, inflation, the output gap, and cash flow growth. We also view risk aversion, uncertainty about inflation and output, and …