-- Appendix 4.B Proof of Theorem 4.1 -- Appendix 4.C Proof of Corollaries 4.1 and 4.2 -- Chapter 5: Hedging Asymmetric Dependence …

evidence that some equity sectors exhibit good inflation-hedging properties. …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 …

significantly in 2021. Inflation jumped to levels not seen for 40 years in the EU. Our study aims to use artificial intelligence to … forecast inflation. We also use artificial intelligence to forecast stock index changes. Based on the forecasts, we propose … portfolio reallocation decisions to protect against inflation. The forecasting literature does not address the importance of …