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Hedging against inflation: housing versus equity
Fehrle, Daniel - In: Empirical Economics 65 (2023) 6, pp. 2583-2626
To which extent do equity and housing hedge against inflation? Despite the extensive literature, there is only little consensus. This paper presents evidence on this question from the Jordà–Schularick–Taylor Macrohistory Database covering 16 countries from 1870 to 2020. The results depend...
Persistent link: https://www.econbiz.de/10015205193
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Stocks hedge against inflation in the long run: evidence from a cointegration analysis for Denmark
Olesen, Jan Overgaard - 2000
We suggest an alternative approach to testing whether stocks provide a hedge against inflation in the long run. Based … on a simple structural model, we test the hedge hypothesis in terms of the long-run linkage between stock prices and the … our approach has the advantage of allowing for a clear distinction between short- and long-run dynamics of stock prices …
Persistent link: https://www.econbiz.de/10012142229
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STOCKS HEDGE AGAINST INFLATION IN THE LONG RUN: EVIDENCE FROM A COIN- TEGRATION ANALYSIS FOR DENMARK
Olesen, Jan Overgaard - Økonomisk Institut, Copenhagen Business School - 2000
We suggest an alternative approach to testing whether stocks provide a hedge against <p> inflation in the long run …. Based on a simple structural model, we test the hedge hypothesis in <p> terms of the long-run linkage between stock prices … short- and long-run <p> dynamics of stock prices which adjust slowly to long-run equilibrium. …
Persistent link: https://www.econbiz.de/10005419472
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Hedging against inflation : housing versus equity
Fehrle, Daniel - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2583-2626
Persistent link: https://www.econbiz.de/10014388967
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What do scientists know about inflation hedging?
Arnold, Stephan; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 34 (2015), pp. 187-214
Persistent link: https://www.econbiz.de/10011539875
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Stocks, bonds, T-bills and inflation hedging : from great moderation to great recession
Spierdijk, Laura; Umar, Zaghum - In: Journal of economics & business 79 (2015), pp. 1-37
Persistent link: https://www.econbiz.de/10011317169
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Hedging against inflation : housing vs. equity
Fehrle, Daniel - 2021
To which extent do equity and housing hedge against inflation? Despite an extensive literature, there is only little consensus. This paper presents new evidence from the Jordà-Schularick-Taylor Macrohistory Database, which covers return rates on housing and equity as well as consumer price...
Persistent link: https://www.econbiz.de/10012544584
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Inflation hegding and listed stock in Zimbabwe : a non-linear approach
Magweva, R.; Mbudaya, Justine - In: African journal of business and economic research : AJBER 16 (2021) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10012815249
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Empirical evidence on the stock-bond correlation
Molenaar, Roderick; Sénéchal, Edouard; Swinkels, Laurens - In: Financial analysts journal : FAJ 80 (2024) 3, pp. 17-36
Persistent link: https://www.econbiz.de/10015050469
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Hedging against inflation: Housing vs. equity
Fehrle, Daniel - 2021
To which extent do equity and housing hedge against inflation? Despite an extensive literature, there is only little consensus. This paper presents new evidence from the Jordà-Schularick-Taylor Macrohistory Database, which covers return rates on housing and equity as well as consumer price...
Persistent link: https://www.econbiz.de/10013329984