crises, which translate to higher hedge ratios, increasing the cost of hedging during turbulent times. The optimal portfolio …

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 …

inflation-hedging capacity of real estate and general listed equity was assessed. This suggests the existence of significant … beta risk in emerging stock markets. The results imply that investors interested in hedging inflation in emerging markets …This study evaluated the relationship between inflation and infrastructure sector stock returns in emerging markets in …