Muckenhaupt, Jan; Hoesli, Martin; Zhu, Bing - 2023
This paper investigates the inflation hedging capability of listed real estate (LRE) companies from 1990 to 2021 in …-VECM), we identify that the short-term hedging ability moves towards being negative or zero during crisis periods. In non … and shows a superior inflation hedging ability than stocks. Additionally, we identify inflation-hedging portfolios by …