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Inflation hedging for long-term investors / / prepared by Alexander P. Attie and Shaun K. Roache
| Inflation hedging for long-term investors / / prepared by Alexander P. Attie and Shaun K. Roache |
| Autore | Attie Alexander P |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, Finance Dept., c2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | RoacheShaun K |
| Collana | IMF working paper |
| Soggetto topico |
Hedging (Finance)
Inflation (Finance) Risk |
| 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 |
Attie Alexander P
|
||
| [Washington, DC], : International Monetary Fund, Finance Dept., c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inflation hedging for long-term investors [[electronic resource] /] / prepared by Alexander P. Attié and Shaun K. Roache
| Inflation hedging for long-term investors [[electronic resource] /] / prepared by Alexander P. Attié and Shaun K. Roache |
| Autore | Attié Alexander P |
| Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, Finance Dept., c2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Altri autori (Persone) | RoacheShaun K |
| Collana | IMF working paper |
| Soggetto topico |
Hedging (Finance)
Inflation (Finance) Risk |
| Soggetto genere / forma | Electronic books. |
| 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-9910464258003321 |
|
Attié Alexander P
|
||
| [Washington, DC], : International Monetary Fund, Finance Dept., c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||