investment can help hedge against inflation in the United States (US) and Canada. This study employed an autoregressive … against inflation in the United States and Canada. …

I establish that inflation risk is priced in the cross section of stock returns: Stocks that have low returns during … inflationary times command a risk premium. I estimate a market price of inflation risk that is comparable in magnitude to the price … of risk for the aggregate market. Inflation is therefore a key determinant of risk in the cross section of stocks. The …

This study aims to explore the extent to which changes in wealth contributes to inflation utilizing a highly flexible …

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 …

estimation of the state vector and of the time-varying parameters. We use this method to study the time-varying relationship …

estimation of the state vector and of the time-varying parameters. We use this method to study the timevarying relationship …

on inflation by roughly one third. Stochastic simulations reveal that reinvestment policies can be applied to mitigate …

The linkage between stock prices and inflation has been subjected to extensive research in the past decades and has … issue has been the apparent anomaly of the negative relationship between inflation and stock market returns as most studies … effective hedge against inflation in Nigeria. …

1980Q1 to 2010Q4 to test the effect of inflation on stock prices. The analysis is done using Auto-Regressive Distributed … supply and inflation are ~I(1). Causality test suggests a unidirectional causation from inflation to stock prices. The … indicate that inflation exerts a significant and negative impact on stock prices in South Africa …

Fundamentally, stocks are a good hedge against inflation if corporate profitability keeps up with inflation. Using … monthly stock-market data covering over 151 years from 1871 to 2022, this paper analyzes the relationship between inflation … between corporate profitability and inflation varies across sample periods, time horizons, and ranges of inflation. Corporate …