), inflation and money supply growth, while oft studied, is one that remains unclear. We argue that the nature of the relation …. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for … power switches temporarily to positive around economic shocks. This suggests that higher yields, inflation and money growth …

estimation. The testing results indicate that the inflation rate has a negative effect on bond returns across different …This study examines the impacts of the US inflation rate on the bond prices of G7 countries across different maturities … using inflation-induced equity market volatility (EMV) to better account for bond price determinants. The regression model …

We analyze empirical links between the perceived tail-risk of inflation, the policy rate, longer-term interest rates … always in reaction to Fed announcements; and, (v) our impulse responses demonstrate that odds of extreme inflation outcomes …