In this paper, a dynamic inflation-protected investment strategy is presented, which is based on traditional asset … classes and Markov-switching models. Different stock market, as well as inflation regimes are identified, and within those … regimes, the inflation hedging potential of stocks, bonds, real estate, commodities and gold are investigated. Within each …

This study evaluated the relationship between inflation and infrastructure sector stock returns in emerging markets in … inability of infrastructure sector returns in emerging markets to hedge inflation. Similar results were obtained when the … inflation-hedging capacity of real estate and general listed equity was assessed. This suggests the existence of significant …

This study revisits and tests empirically the Portfolio Theory of Inflation (PTI), which analyzes how the effectiveness … (Bossone, The portfolio theory of inflation and policy (in)effectiveness, 2019). The PTI shows that when an economy is heavily … and policies aimed to stimulate output growth dissipate into domestic currency depreciation and higher inflation, with …

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 …