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Inflation hedging for long-term investors /
Long-term investors face a common problem-how to maintain the purchasing power of their assets over time and achieve a level of real returns consistent with their investment objectives. While inflation-linked bonds and derivatives have been developed to hedge the effects of inflation, their limited...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, DC] :
International Monetary Fund,
©2009.
|
| Colección: | IMF working paper ;
WP/09/90. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Attié, Alexander P., |e author. | |
| 245 | 1 | 0 | |a Inflation hedging for long-term investors / |c prepared by Alexander P. Attié and Shaun K. Roache. |
| 260 | |a [Washington, DC] : |b International Monetary Fund, |c ©2009. | ||
| 300 | |a 1 online resource (37 pages) : |b color illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a IMF working paper ; |v WP/09/90 | |
| 504 | |a Includes bibliographical references (pages 32-37). | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a Long-term investors face a common problem-how to maintain the purchasing power of their assets over time and achieve a level of real returns consistent with their investment objectives. While inflation-linked bonds and derivatives have been developed to hedge the effects of inflation, their limited supply and liquidity lead many investors to continue to rely on the indirect hedging properties of traditional asset classes. In this paper, we assess these properties over different time horizons, in the context of a diversified portfolio. Using a vector error correction model, we find that effecti. | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2011. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2011 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 505 | 0 | |a 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 | |
| 505 | 8 | |a 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 | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Hedging (Finance) | |
| 650 | 0 | |a Inflation (Finance) | |
| 650 | 0 | |a Risk. | |
| 650 | 6 | |a Couverture (Finances) | |
| 650 | 6 | |a Inflation. | |
| 650 | 6 | |a Risque. | |
| 650 | 7 | |a Hedging (Finance) |2 fast | |
| 650 | 7 | |a Inflation (Finance) |2 fast | |
| 650 | 7 | |a Risk |2 fast | |
| 650 | 7 | |a Portfolio-Management. |2 stw | |
| 650 | 7 | |a Inflation. |2 stw | |
| 650 | 7 | |a Hedging. |2 stw | |
| 650 | 2 | |a Inflation, Economic | |
| 650 | 2 | |a Risk | |
| 700 | 1 | |a Roache, Shaun K., |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Finance Department. | |
| 758 | |i has work: |a Inflation hedging for long-term investors (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGFVk76b4RMP6GPTtFGW6q |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Attié, Alexander P. |t Inflation hedging for long-term investors. |d [Washington, DC] : International Monetary Fund, ©2009 |w (OCoLC)537532551 |
| 830 | 0 | |a IMF working paper ; |v WP/09/90. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608263 |z Texto completo |
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