The Inflation Hedging Characteristics of Property and Prop. Company Shares

1995 ◽  
Keyword(s):  
Inflation Hedging

Analysis on the Inflation Hedging Ability of Housing Investment

2019 ◽  
Vol 79 ◽  
pp. 175-187
Author(s):  
Zhuhua Jiang ◽  
Seong-Min Yoon
Keyword(s):  
Housing Investment ◽  
Inflation Hedging

The long‐term inflation hedging effectiveness of real estate and financial assets

2008 ◽  
Vol 25 (4) ◽  
pp. 267-278 ◽  
Author(s):  
Abeyratna Gunasekarage ◽  
David M. Power ◽  
Ting Ting Zhou
Keyword(s):  
Real Estate ◽  
Financial Assets ◽  
Hedging Effectiveness ◽  
Inflation Hedging

Inflation Hedging in the Long Run: Practical Perspectives from Seven Centuries of Commodity Prices

2021 ◽  
pp. jai.2021.1.136
Author(s):  
Adam Zaremba ◽  
Jan J. Szczygielski ◽  
Zaghum Umar ◽  
Mateusz Mikutowski
Keyword(s):  
Commodity Prices ◽  
Long Run ◽  
Inflation Hedging

A Downside Risk Analysis of Inflation Hedging Capabilities of Individual Assets and Optimal Asset Allocation

2021 ◽  
Vol 8 (1) ◽  
pp. 80
Author(s):  
Aftab Hussain Tabassam ◽  
Zafar Iqbal ◽  
Arshad Ali Bhatti ◽  
Amna Mushtaq
Keyword(s):  
World Bank ◽  
Asset Allocation ◽  
Foreign Currency ◽  
Investment Horizon ◽  
Medium Term ◽  
Optimal Portfolios ◽  
Monthly Data ◽  
Short Run ◽  
Asset Classes ◽  
Inflation Hedging

The objective of this study is to examine the inflation hedging capabilities of most widely used asset classes in Pakistan. It also attempts to find out the possibility of creating an inflation protected optimal asset mix. The sample consists of monthly data of cash, gold, stocks, foreign currency, real estate and inflation from 2005 to 2015. The major sources of data are SBP, World Bank and Pakistan Statistics Bureau. The downside analysis of these assets concludes that cash act as an inflation hedge for all the investment horizons. The findings showed that the Gold and stocks also have inflation hedging abilities in short run which extend to medium term investment horizon for gold only, while stocks appear to be a good inflation hedge for longer investment horizons. This study also suggests that investors can strategically create optimal portfolios that are hedged against inflation.

International Real Estate Review

2008 ◽  
Vol 11 (1) ◽  
pp. 65-82
Author(s):  
Kuan Min Wang ◽  
◽  
Yuan-Ming Lee ◽  
Nguyen T.T.Binh ◽  
◽  
...  
Keyword(s):  
Real Estate ◽  
Great Influence ◽  
Threshold Value ◽  
Real Estate Investment ◽  
Correction Model ◽  
Inflation Rates ◽  
Housing Returns ◽  
Nonlinear Vector ◽  
Inflation Hedging ◽  
Robust Evidence

Conclusions of past works on the inflation hedging ability of real estate investment are not consistent. The reason for this perplexity might be the neglect of separation between high and low state of inflation, which has a great influence on empirical results. In order to examine the inflation hedging effectiveness of real estate with Taiwanese monthly housing returns and inflation, this paper uses the inflation as the threshold variable to create the nonlinear vector correction model that divides the inflation rates into high and low regime. We find robust evidence that when inflation rates are higher than 0.83% threshold value, housing returns are able to hedge against inflation, and, otherwise, they are unable. Using new methodology to discover new implications is main contribution of this study.

scholarly journals Assessing the Inflation Hedging Ability of Timberland Assets in the United States

2013 ◽  
Vol 59 (1) ◽  
pp. 93-104 ◽  
Author(s):  
Yang Wan ◽  
Bin Mei ◽  
Michael L. Clutter ◽  
Jacek P. Siry
Keyword(s):  
United States ◽  
The United States ◽  
Inflation Hedging

MONETARY APPRECIATION AND INFLATION-HEDGING CHARACTERISTICS OF COMIC BOOKS

1983 ◽  
Vol 18 (2) ◽  
pp. 196-205 ◽  
Author(s):  
James S. Ang ◽  
Jess H. Chua ◽  
Walter J. Reinhart
Keyword(s):  
Comic Books ◽  
Inflation Hedging
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