The question whether an asset class is a good hedge against inflation is extensively investigated in the finance and … or no evidence on either from alternative asset classes or emerging and developing countries context. Inflation and … inflation volatility have a feedback relationship, which affect investor's real return. Despite of that literature is also scare …

We use a data set of inflation expectations that covers 20 years and 44 countries to investigate the relationship … between the level and uncertainty of inflation. While there is strong and robust evidence of a relationship between average … inflation and average uncertainty across countries, there is little evidence in our data for a within country relationship. In …

This paper investigates the impacts of inflation uncertainty on inflation and economic activities in three steps. We … first compile various inflation uncertainty measures and extract a common component for the group of advanced economies and … emerging market economies. Using the measure, we estimate a panel structural VAR model to examine the impact of inflation …

This paper investigates the impacts of inflation uncertainty on inflation and economic activities. We take three steps …. We first put together various measures of inflation uncertainty—including survey- and model-based - and extract a common … inflation uncertainty for the group of seven advanced economies and seven large emerging market economies. Using the inflation …

declined materially. The analysis decomposes the inflation breakevens to strip out the role of inflation expectations and risk …Recovering from the COVID sell-off, inflation brekaeven increased sharply in the second half of 2020 while real yields … premia. Despite evidence of upward movement in five-year market-implied inflation expectations after the March sell …