Results 21 to 30 of about 699,065 (279)
Mathematics, 2023 This paper studies the dynamically optimal consumption, investment and life-insurance strategies for a wage earners under inside information and inflation.
Rui Jiao, Wei Liu, Yijun Hu
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Asset Pricing and Expected Inflation [PDF]
The Journal of Finance, 1986 ABSTRACTThis paper provides an equilibrium model in which expected real returns on common stocks are negatively related to expected inflation and money growth. It is shown that the fall in real wealth associated with an increase in expected inflation decreases the real rate of interest and the expected real rate of return of the market portfolio.
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MONETARY POLICY’S ROLE IN SHAPING THE FUTURE OF ISLAMIC BANKING PERFORMANCE
Farabi Journal of Social Sciences, 2023 The study’s goal is to define the role of monetary policy directed at achieving a sustained Islamic banking and finance development within the global financial system. The system observed the input of inflation, interest rates, and the money supply with
K. Umam +3 more
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Mathematics, 2021 This paper is concerned with the optimal investment strategy for a defined contribution (DC) pension plan. We assumed that the financial market consists of a risk-free asset and a risky asset, where the risky asset is subject to the Ornstein–Uhlenbeck (O-
Yang Wang, Xiao Xu, Jizhou Zhang
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Nonlinear Analysis of Inflation’s Impact on Asset Markets (Stocks,Coin, Gold, Housing) Using a Time-Varying Parameter VAR (TVP-VAR) Model [PDF]
Iranian Journal of Economic StudiesAsset markets play a pivotal role in dynamic economies by facilitating resource allocation, preserving wealth value, and shaping expectations about the future. Their fluctuations can exert broad effects on investment behavior and economic growth.
Mohammad Jafari, Alireza Erfani
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A global perspective on inflation and propagation channels
Journal of Banking and Financial Economics, 2015 This paper revisits the evidence on monetary policy transmission. It extends the existing literature in three dimensions. First, we attempt to internalise potential international channels of transmission by taking a global perspective.
Luca Gattini +2 more
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The optimal investment strategy under the disordered return and random inflation
Systems Science & Control Engineering, 2019 We mainly tackle the optimal portfolio problem when investors have partial information in the financial market, and the inflation risk is taken into account, the risky asset price is suddenly changed by impacts of major events which result in the asset ...
Juan Li, Dengfeng Xia
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International Journal of Financial Studies, 2017 In this study, we attempt to identify the asset which has the best hedging characteristics against inflation. We study stock, bond, commodity, real estate and oil indexes. We also study these indexes tracking exchange traded funds (ETFs) to determine the
Stoyu I. Ivanov
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Inflation Risk and International Asset Returns [PDF]
SSRN Electronic Journal, 2006 We show that inflation risk is priced in international asset returns. We analyze inflation risk in a framework that encompasses the International Capital Asset Pricing Model (ICAPM) of Adler and Dumas (1983). In contrast to the extant empirical literature on the ICAPM, we relax the assumption that inflation rates are constant.
Moerman, GA, van Dijk, Mathijs
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Is gold a hedge or a safe haven? An application of ARDL approach [PDF]
Journal of Economics Finance and Administrative Science, 2018 Purpose - The argument whether gold is a hedge or haven is a debatable issue. Mainly, hedge is a class of asset that is negatively correlated with another asset or portfolio on average.
Mohammad Hassan Shakil +3 more
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