Bitcoin Under Inflation-Hedging Scrutiny - The Extended Fisher Hypothesis in Crypto

2021 ◽  
Author(s):  
Jan Swiatkowski
Keyword(s):  
Fisher Hypothesis ◽  
Inflation Hedging

Inflation, hedging, and the fisher hypothesis

1987 ◽  
Vol 9 (1) ◽  
pp. 45-57 ◽  
Author(s):  
Matti Virén
Keyword(s):  
Fisher Hypothesis ◽  
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

scholarly journals Testing the Fisher hypothesis in the G-7 countries using I(d) techniques

2019 ◽  
Vol 159 ◽  
pp. 140-150 ◽  
Author(s):  
Guglielmo Maria Caporale ◽  
Luis Gil-Alaña
Keyword(s):  
Fisher Hypothesis

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

Testing the validity of Fisher hypothesis: The case of ASEAN-5

2021 ◽  
Author(s):  
Pei Ling Kiew ◽  
Siok Kun Sek
Keyword(s):  
Fisher Hypothesis

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.

scholarly journals INTEREST RATES, FISHER EFFECT AND ECONOMIC DEVELOPMENT IN TURKEY, 1989-2011

2016 ◽  
Vol 25 (2) ◽  
pp. 95-100
Author(s):  
Selahattin GÜR?? ◽  
Burak GÜR?? ◽  
Turgut ÜN
Keyword(s):  
Economic Development ◽  
Interest Rates ◽  
Test Validity ◽  
Threshold Cointegration ◽  
Fisher Effect ◽  
Empirical Results ◽  
Distributed Lag ◽  
Leading Indicator ◽  
Nominal Interest Rates ◽  
Fisher Hypothesis

This paper investigates the validity of the Fisher Hypothesis in Turkey coveringthe period 2003 – 2012. To test validity of Fisher Hypothesis, this paper uses anAutoregressive Distributed Lag test for threshold cointegration recently introduced in theliterature by Li and Lee (2010). The empirical results which are obtained from this paperindicate that Fisher hypothesis is valid for Turkey, meaning nominal interest rates wouldbe an important leading indicator for inflation.

scholarly journals Inflation Hedging and Industry Stock Returns

2017 ◽  
Vol 7 (1) ◽  
pp. 1-22
Author(s):  
Tai David Yi
Keyword(s):  
Stock Returns ◽  
Inflation Hedging
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