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One asset does not fit all : inflation hedging by index and horizon
D'Amico, Stefania; King, Thomas B. - 2023
We examine the inflation-hedging properties of various financial assets and portfolios by estimating simple time … 30 years. There is no one-size-fits-all approach to inflation hedging: the optimal hedge depends on the particular types … - 2022, many historical hedging relationships failed, as monetary policy tightening lagged inflation. …
Persistent link: https://www.econbiz.de/10014249866
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Unexpected inflation and public pensions : the case of Hungary
Simonovits, András - 2023
value of benefits can often be neglected, especially under indexation to prices. At high and accelerating …, proportional indexation of benefits in progress devalues the lowest benefits, paying for above-the-average consumption share of …
Persistent link: https://www.econbiz.de/10014454694
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Reading the message from the UK indexed bond market : real interest rates, expected inflation and the risk premium
Levin, Eric J. - In: The Manchester School of Economic and Social Studies 61 (1993), pp. 13-34
Persistent link: https://www.econbiz.de/10001144424
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Real interest rates, expected inflation and the inflation uncertainty premium : evidence from UK index-linked bond prices
Levin, Eric J. - In: Economics letters 38 (1992) 3, pp. 331-334
Persistent link: https://www.econbiz.de/10001123545
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The policy anticipation hypothesis and the expected inflation hypothesis : some new evidence using index linked bonds
Peel, David - In: Economics letters 34 (1990) 2, pp. 121-125
Persistent link: https://www.econbiz.de/10001096994
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Policy watch : the introduction of indexed government debt in the United States
Wilcox, David W. - In: The journal of economic perspectives : EP ; a journal … 12 (1998) 1, pp. 219-227
Persistent link: https://www.econbiz.de/10001238527
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Markets for inflation-indexed bonds as mechanisms for efficient monetary policy
Ewald, Christian-Oliver; Geissler, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 869-889
Persistent link: https://www.econbiz.de/10011350504
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Inflation-indexed bonds
Viceira, Luis M. - In: NBER reporter online (2013) 3, pp. 16-22
Persistent link: https://www.econbiz.de/10011368408
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Can risk models extract inflation expectations from financial market data? : evidence from the inflation protected securities of six countries
Kita, Arben; Tortorice, Daniel L. - 2018
Persistent link: https://www.econbiz.de/10012063682