This paper investigates the inflation-hedging properties of three asset classes, namely common stocks, bonds and real estate, for thirty-one selected countries which are at different stages of development. Quarterly data for these countries over the period 1973-2017 are deployed for estimation...

The paper aims at constructing an optimal portfolio by applying Sharpe’s single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second scenario. Here we considered beginning of year 2010 as rise...

Using HIES 2000 data, the paper presents asset based poverty information so that it is possible to provide incentives in the form of social benefit and fiscal support to the group of people who needs it most. While income based measurements and other methods are available to characterise...

Using HIES 2000 data, the paper presents asset based poverty information so that it is possible to provide incentives in the form of social benefit and fiscal support to the group of people who needs it most. While income based measurements and other methods are available to characterise...

Using HIES 2000 data, the paper presents asset based poverty information so that it is possible to provide incentives in the form of social benefit and fiscal support to the group of people who needs it most. While income based measurements and other methods are available to characterise...

The paper aims at constructing an optimal portfolio by applying Sharpe’s single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second scenario. Here we considered beginning of year 2010 as rise...

Using HIES 2000 data, the paper presents asset based poverty information so that it is possible to provide incentives in the form of social benefit and fiscal support to the group of people who needs it most. While income based measurements and other methods are available to characterise...

The paper aims at constructing an optimal portfolio by applying Sharpe's single index model of capital asset pricing in different scenarios, one is ex ante stock price bubble scenario and stock price bubble and bubble burst is second scenario. Here we considered beginning of year 2010 as rise of...

This paper aims at examining the validity of purchasing power parity (PPP) both in absolute and relative terms with reference to the long run behavior of the real exchange rate of Bangladesh Taka relative to USA dollar. In doing so, the paper tests the presence of mean-reversion in the real...

The question whether an asset class is a good hedge against inflation is extensively investigated in the finance and economics literature; however, most of these are concentrated on stock returns from developed countries perspectives with little or no evidence on either from alternative asset...