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One asset does not fit all : inflation hedging by index and horizon

D'Amico, Stefania; King, Thomas B. - 2023

We examine the inflation-hedging properties of various financial assets and portfolios by estimating simple time … 30 years. There is no one-size-fits-all approach to inflation hedging: the optimal hedge depends on the particular types … - 2022, many historical hedging relationships failed, as monetary policy tightening lagged inflation. …

Persistent link: https://www.econbiz.de/10014249866

Hedging interest rate risk using a structural model of credit risk

Huang, Jing-Zhi; Shi, Zhan - 2016

corporate bond returns to the entire yield curve, thereby providing a solution to the puzzle. In addition, hedging effectiveness … improvement in hedging effectiveness …

Persistent link: https://www.econbiz.de/10011810957

Immunisation du budget des communes françaises au risque de taux d'intérêt

Michel, Muriel - In: Revue d'économie régionale & urbaine : RERU (2002) 3, pp. 377-396

Persistent link: https://www.econbiz.de/10001702652

Wages, inflation, and mortgage design

Nejadmalayeri, Ali - In: Journal of economics & business 63 (2011) 5, pp. 503-516

Persistent link: https://www.econbiz.de/10009299123

Unexpected inflation and public pensions : the case of Hungary

Simonovits, András - 2023

value of benefits can often be neglected, especially under indexation to prices. At high and accelerating …, proportional indexation of benefits in progress devalues the lowest benefits, paying for above-the-average consumption share of …

Persistent link: https://www.econbiz.de/10014454694

On the diversification of fixed income assets

Le Courtois, Olivier - In: Risks : open access journal 10 (2022) 2, pp. 1-21

This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutional investors in most countries, it is...

Persistent link: https://www.econbiz.de/10012806470