The relationship between stock returns and inflation is examined for the G7 countries and some positive coefficients in …

Based on Fisher (1930) hypothesis, we test whether Ghana stock market can hedge against inflation in the long run using … support for the hedge property. Thus Ghana stock market provide full hedge against inflation. The outcome of this study hold … important lesson for the market participants in developing market (many of which have experienced decades of inflation) higher …

This paper presents an empirical study of hedging the four largest US index exchange traded funds (ETFs). When hedging … hedging is less effective around the time of dividend payments, and that hedged portfolio returns tend to have very large … index futures. In these situations minimum variance hedging is clearly preferable to naïve hedging, although it seems to …

This paper investigates the optimal short-term hedging of Exchange Traded Fund (ETF) portfolios with index futures … variance reduction and for investors with exponential utility. Our findings relate to daily hedging based on OLS regression …, either for individual ETFs or for portfolios of ETFs. Where minimum variance hedge ratios are useful is for the cross-hedging …

The extent to which the stock market provides a hedge to investors against inflation is examined for African stock …

The extent to which the stock market provides a hedge to investors against inflation is examined for African stock … ; Inflation ; Fisher Effect ; African Stock Markets ; Cointegration …

, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is …

investment can help hedge against inflation in the United States (US) and Canada. This study employed an autoregressive … against inflation in the United States and Canada. …