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There is a large body of literature on which assets are a good hedge against inflation. Most of these studies are concentrated on US or other developed countries. The present study has a wider focus; it examines the inflation hedging properties of three asset classes, namely common stocks, bonds...
Persistent link: https://www.econbiz.de/10012894848
The question whether an asset class is a good hedge against inflation is extensively investigated in the finance and economics literature; however, most of these are concentrated on stock returns from developed countries perspectives with little or no evidence on either from alternative asset...
Persistent link: https://www.econbiz.de/10012896631
This paper investigates the effect of inflation and inflation uncertainty on equity returns for the data of 41 countries. A GARCH based measure of volatility is used to model inflation uncertainty. The empirical results shows that the effects are not statistically significant in most of the...
Persistent link: https://www.econbiz.de/10012896638
This paper investigates the inflation-hedging properties of three asset classes, namely common stocks, bonds and real estate, for thirty-one selected countries which are at different stages of development. Quarterly data for these countries over the period 1973-2017 are deployed for estimation...
Persistent link: https://www.econbiz.de/10013229195