inflation rate tracing portfolio method that considers the portfolio turnover and the target return in the past inflation phase … advantages of the method using Japanese inflation rate data …

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 …

. Inflation hedging is a likely explanation for these findings since the impact of interest rate effects on equity risk exposure … is stronger among households who experience higher inflation. Further, the impact of experienced inflation is stronger … potentially greater inflation awareness …

Gone are the days when inflation fears had receded under years of 'Great Moderation' in macroeconomics. The US subprime … world brought about a new order characterized by higher inflation volatility, severe commodity price shocks and uncertainty … over sovereign bond creditworthiness to name just a few. All of which tend to put in jeopardy both conventional inflation …

convergence of inflation rates and the convergence of investment barriers. On the one hand, the common monetary policy might have … driven a stronger co-movement in inflation rates, leading to increasingly similar hedging strategies among member countries … increasingly similar portfolio allocations among member countries. We find that the co-movement of inflation rates has not …