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Inflation Hedging for Long-Term Investors / / Shaun Roache, Alexander Attie
| Inflation Hedging for Long-Term Investors / / Shaun Roache, Alexander Attie |
| Autore | Roache Shaun |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Altri autori (Persone) | AttieAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Hedging (Finance)
Inflation (Finance) Risk Banks and Banking Inflation Investments: Bonds Investments: Stocks Money and Monetary Policy Price Level Deflation Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Macroeconomics Investment & securities Financial services law & regulation Monetary economics Stocks Bonds Hedging Currencies Prices Financial institutions Financial regulation and supervision Money Financial risk management |
| ISBN |
1-4623-0028-6
1-4527-9749-8 1-282-84310-9 1-4518-7237-2 9786612843105 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Figures; 1. Long-term Consumer Price Inflation, 1950-2008 (annual percent); II. Literature Review; A. Cash; B. Bonds; C. Corporate Equity; D. Alternatives; E. Diversified Portfolios; III. Inflation Hedging Over a One-Year Horizon; A. Data; Tables; 1. Short-Run Model Variables: Summary Statistics, Jan-1927 to Nov-2008; B. Estimation Strategy; C. Results; 2. Asset Class Sensitivity to Inflation Over a 12-Month Horizon; IV. Inflation Hedging over the Long Term; 3. Breakpoint Tests and Sub-Sample Regressions; A. Data; B. Estimation Strategy
3. Long-Run Model Variables: Summary Statistics, Aug-1956 to Oct-2008C. Results; 2. Inflation Shock 20-Year Cumulative Impulse Response Functions; 3. Inflation Shock Elasticities; V. Summary and Investment Implications; Appendix; References |
| Record Nr. | UNINA-9910788336403321 |
Roache Shaun
|
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inflation Hedging for Long-Term Investors / / Shaun Roache, Alexander Attie
| Inflation Hedging for Long-Term Investors / / Shaun Roache, Alexander Attie |
| Autore | Roache Shaun |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | AttieAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Hedging (Finance)
Inflation (Finance) Risk Banks and Banking Inflation Investments: Bonds Investments: Stocks Money and Monetary Policy Price Level Deflation Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Macroeconomics Investment & securities Financial services law & regulation Monetary economics Stocks Bonds Hedging Currencies Prices Financial institutions Financial regulation and supervision Money Financial risk management |
| ISBN |
1-4623-0028-6
1-4527-9749-8 1-282-84310-9 1-4518-7237-2 9786612843105 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Figures; 1. Long-term Consumer Price Inflation, 1950-2008 (annual percent); II. Literature Review; A. Cash; B. Bonds; C. Corporate Equity; D. Alternatives; E. Diversified Portfolios; III. Inflation Hedging Over a One-Year Horizon; A. Data; Tables; 1. Short-Run Model Variables: Summary Statistics, Jan-1927 to Nov-2008; B. Estimation Strategy; C. Results; 2. Asset Class Sensitivity to Inflation Over a 12-Month Horizon; IV. Inflation Hedging over the Long Term; 3. Breakpoint Tests and Sub-Sample Regressions; A. Data; B. Estimation Strategy
3. Long-Run Model Variables: Summary Statistics, Aug-1956 to Oct-2008C. Results; 2. Inflation Shock 20-Year Cumulative Impulse Response Functions; 3. Inflation Shock Elasticities; V. Summary and Investment Implications; Appendix; References |
| Record Nr. | UNINA-9910825976303321 |
|
Roache Shaun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||