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Hedging Inflation with Individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios.
In: Working Paper series.
RePEc:rim:rimwps:16-11.

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Cited: 24

Citations received by this document

Cites: 64

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Cocites: 33

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  2. Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk.
    In: Post-Print.
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  3. Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark.
    In: The Quarterly Review of Economics and Finance.
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  4. Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. (2023). Deng, Mingjie ; Cheng, Sheng ; Cao, Yan ; Liang, Ruibin.
    In: Resources Policy.
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  5. The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B.
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  6. Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-22-00030.

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  7. Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods. (2022). Tiwari, Aviral ; Roubaud, David ; Awodumi, Olabanji B ; Adewuyi, Adeolu O.
    In: International Journal of Finance & Economics.
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  8. Inflation Forecasts and European Asset Returns: A Regime-Switching Approach. (2022). Rouille, Fabien ; James, Victor ; Aguilar, Jean-Philippe ; Pesci, Nicolas.
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    In: Research in International Business and Finance.
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  10. Capital Market Returns and Inflation Nexus in Croatia: Wavelet Coherence Analysis. (2021). Maja, Bai ; Ivan, Novak ; Mile, Bonjak.
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  11. Medium-term cycles in the dynamics of the Dow Jones Index for the period 1985–2019. (2020). Rodriguez, E ; Alvarez-Ramirez, J ; Ibarra-Valdez, C.
    In: Physica A: Statistical Mechanics and its Applications.
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  12. New evidence for the inflation hedging potential of US stock returns. (2020). Salisu, Afees ; Ndako, Umar ; Akanni, Lateef O.
    In: Finance Research Letters.
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  13. Are common stocks a hedge against inflation in emerging markets?. (2019). Bhatti, Razzaque H ; Al-Nassar, Nassar S.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:3:d:10.1007_s12197-018-9447-9.

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  14. Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries. (2019). Camilleri, Silvio ; Ye, Bai ; Nicolanne, Scicluna.
    In: MPRA Paper.
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  15. Stock returns and inflation: a tale of two periods in India. (2019). Dar, Arif ; Bhanja, Niyati.
    In: Economic Change and Restructuring.
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  16. Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from China’s Energy Industry Typical Stocks. (2019). Feng, Sida ; Guo, Sui ; Qi, Yajie ; Li, Huajiao.
    In: Complexity.
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  17. Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne.
    In: The North American Journal of Economics and Finance.
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  18. Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model. (2018). Luo, Qin ; Chen, Kun ; Wang, Man ; Cheng, Chao.
    In: Sustainability.
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  19. Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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  20. Stock return predictability: the role of inflation and threshold dynamics. (2017). McMillan, David G.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:31:y:2017:i:3:p:357-375.

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  21. A Study of Perfect Hedges. (2017). Ivanov, Stoyu I.
    In: IJFS.
    RePEc:gam:jijfss:v:5:y:2017:i:4:p:28-:d:118768.

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  22. Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?. (2017). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00288.

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  23. Inflation Target Credibility: Do the Financial Markets Find the Targets Believable?. (2017). Tas, Bedri ; Peker, Mustafa ; Onur, Bedri Kamil.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:6:p:1125-1147.

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  28. The Fisher effect: Evidence from the Romanian Stock Market. (2014). Oprea, Dragos Stefan.
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:4:y:2014:i:5:p:637-644.

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  29. Are ‘stock returns’ a hedge against inflation in Japan? Determination using ADL bounds testing. (2013). Chang, Hsiao-Fen .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:14:p:1305-1309.

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  30. Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa. (2013). Thuotte, Ross ; Moss, Todd.
    In: Working Papers.
    RePEc:cgd:wpaper:316.

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  31. The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications. (2011). Hsing, YU.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2011-01-2.

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  32. Can asymmetries account for the empirical failure of the Fisher effect in South Africa?. (2011). Phiri, Andrew ; Lusanga, Peter .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00315.

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  33. Structural Breaks and the Fisher Effect. (2011). Haug, Alfred ; Beyer, Andreas ; Dewald, William.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:11:y:2011:i:1:n:9.

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