Getting to the Core: Inflation Risks Within and Across Asset Classes
收藏NBER2022-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30169
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资源简介：
Do real assets protect against inflation? Core inflation betas of stocks are negative while energy betas are positive; currencies, commodities, and real estate also mostly hedge against energy inflation but not core. These hedging properties are reflected in the prices of inflation risks: only core
提供机构：
美国国家经济研究局
创建时间：
2022-06-01
