Considering market-based inflation expectations, we show that investors’ forecasts are non-linear. We capture this non … and low concern about inflation. Using a complete cross-asset panel of equity sectors, bonds, and commodities, we perform … inflation is regime-dependent. We show that inflation-indexed government bonds and oil are the best way to get exposure to slow …

This study investigates the reaction of stock returns to the inflation announcement using time series data from 2012 to … 2018. To check the market efficiency or semi-strong efficiency of the Indian Stock Market for inflation announcement, we … have used an event study methodology. We selected nine events based on consensus estimate and actual inflation number; we …