regimes, the inflation hedging potential of stocks, bonds, real estate, commodities and gold are investigated. Within each … different statements in the literature regarding the inflation hedging properties of these asset classes. A dynamic inflation …In this paper, a dynamic inflation-protected investment strategy is presented, which is based on traditional asset …

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 …

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 …