Pesci, Nicolas; Aguilar, Jean-Philippe; James, Victor; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-20
evidence that some equity sectors exhibit good inflation-hedging properties. …Considering market-based inflation expectations, we show that investors’ forecasts are non-linear. We capture this non … and low concern about inflation. Using a complete cross-asset panel of equity sectors, bonds, and commodities, we perform …