indicators which focus on inflation uncertainty and do not distinguish between the risks of low or high future inflation outcomes …We introduce a new measure called Inflation-at-Risk (I@R) associated with (left and right) inflation tail risk. We … estimate I@R using survey-based density forecasts. We show that it contains information not covered by usual inflation risk …

Background: Hedging against inflation assumes instruments such as gold, stocks, fixed income securities, and real … estate. There still exists a lack of appropriate strategy to hedge against inflation. Objectives: This paper examines the … possibilities for hedging against inflation in Croatia offered by the Zagreb Stock Exchange indices. Methods/Approach: Based on …

Inflation risk is greatest in times of national or global stress; inflation risk is a form of a “tail risk.” A … traditional portfolio of stocks and bonds is exposed to inflation risk. The specific nature of an investor's liabilities and … spending determines inflation sensitivity beyond that of the asset portfolio. Commodities and TIPS are the most effective short …

family under inflation risk. In the financial market, there is a liquid inflation-linked index bond market which can be … utilized to hedge the inflation risk. The explicit solutions for the optimal strategies including consumption rate, investment … optimal life insurance premium. Especially, the change of inflation rate has considerable impact on optimal life insurance …

by modelling the time-varying dynamics of asset returns and inflation, and then estimating the cost of hedging in ation … inflation risks are not necessarily reduced with the inclusion of real estate assets in the minimum variance portfolio. Our … investors for holding the less attractive inflation-linked debt asset. …