To which extent do equity and housing hedge against inflation? Despite an extensive literature, there is only little … to decrease with inflation in the post-war period. The hedge improves slightly with a longer time horizon and is perfect … horizon and period considered. Within one, five, and ten years housing hedges, at least partly, against inflation and the …

To which extent do equity and housing hedge against inflation? Despite an extensive literature, there is only little … to decrease with inflation in the post-war period. The hedge improves slightly with a longer time horizon and is perfect … horizon and period considered. Within one, five, and ten years housing hedges, at least partly, against inflation and the …

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 … post-World War <p> II-period, results give strong support for the hedge property, defined in the narrow sense of <p> a …

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 …-period, results give strong support for the hedge property, defined in the narrow sense of a perfect hedge. This contrasts with the …

This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to … inflation uncertainty among forecasters are both negatively related to gold. …

This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to … inflation uncertainty among forecasters are both negatively related to gold. …

Index (Indice de la Bolsa de Bogota, IBB). The index is analyzed from January, 1930 to December, 1998. The inflation rate … covers the same period; the inflation rate as measured by the Consumer Price Index. This exploratory paper does not intend to … in terms of economic return. Also it can be said that inflation is negative to the return at the stock market, thus: the …