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Hedging Inflation Expectations in the Cryptocurrency Futures Market
Liu, Jinan; Valcarcel, Victor J. - 2022
We provide a first analysis of the inflation-hedging properties of Bitcoin and Ethereum futures contracts. Daily data on the futures markets of Bitcoin, starting in December 2017, and Ethereum, available since February 2021, reveal consistently positive responses to inflation expectations. We...
Persistent link: https://www.econbiz.de/10014235963
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Hedging inflation expectations in the cryptocurrency futures market
Liu, Jinan; Valcarcel, Victor J. - In: Journal of financial stability 70 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014490464
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A new approach to integrating expectations into VAR models
Doh, Taeyoung; Smith, Andrew Lee - In: Journal of monetary economics 132 (2022), pp. 24-43
Persistent link: https://www.econbiz.de/10013489595
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Does communicating a numerical inflation target anchor inflation expectations? : evidence & bond market implications
Bundick, Brent; Smith, Andrew Lee - 2018
Persistent link: https://www.econbiz.de/10011846465
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Did the Federal Reserve anchor inflation expectations too low?
Bundick, Brent; Smith, Andrew Lee - In: Economic review 106 (2021) 1, pp. 5-23
Persistent link: https://www.econbiz.de/10012692547
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Did the Federal Reserve break the Phillips curve? : theory and evidence of anchoring inflation expectations
Bundick, Brent; Smith, Andrew Lee - 2020
Persistent link: https://www.econbiz.de/10012498966
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How optimal was U.S. monetary policy at the zero lower bound?
Bundick, Brent; Hotz, Logan; Smith, Andrew Lee - 2023
Persistent link: https://www.econbiz.de/10014458948
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Can higher gasoline prices set off an inflationary spiral?
Melek, Nida Çakır; Dillon, Francis M.; Smith, Andrew Lee - In: Economic review 107 (2022) 4, pp. 41-57
Persistent link: https://www.econbiz.de/10013546024
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Maintaining the anchor: an evaluation of inflation targeting in the face of COVID-19
Bundick, Brent; Smith, Andrew Lee; Meer, Luca van der - 2024
Persistent link: https://www.econbiz.de/10015199431
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How optimal was U.S. monetary policy at the zero lower bound?
Bundick, Brent; Hotz, Logan; Smith, Andrew Lee - 2025
Persistent link: https://www.econbiz.de/10015339169