Getting to the Core: Inflation Risks Within and Across Asset Classes
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Cited by:
- François Gourio & Phuong Ngo, 2024. "Downward Nominal Rigidities and Bond Premia," Working Paper Series WP 2024-09, Federal Reserve Bank of Chicago.
- Sakurai, Yuji & Kurosaki, Tetsuo, 2023. "Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?," Research in International Business and Finance, Elsevier, vol. 65(C).
- Filippo Pallotti & Gonzalo Paz-Pardo & Jiri Slacalek & Oreste Tristani & Giovanni L. Violante, 2024.
"Who Bears the Costs of Inflation? Euro Area Households and the 2021–2023 Shock,"
NBER Chapters, in: Inflation in the COVID Era and Beyond,
National Bureau of Economic Research, Inc.
- Pallotti, Filippo & Paz-Pardo, Gonzalo & Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2024. "Who bears the costs of inflation? Euro area households and the 2021–2023 shock," Journal of Monetary Economics, Elsevier, vol. 148(S).
- Filippo Pallotti & Gonzalo Paz-Pardo & Jiri Slacalek & Oreste Tristani & Giovanni L. Violante, 2023. "Who Bears the Costs of Inflation? Euro Area Households and the 2021–2023 Shock," NBER Working Papers 31896, National Bureau of Economic Research, Inc.
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024.
"Inflation and Trading,"
CESifo Working Paper Series
11580, CESifo.
- Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," SAFE Working Paper Series 419, Leibniz Institute for Financial Research SAFE.
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024. "Inflation and Trading," NBER Working Papers 32470, National Bureau of Economic Research, Inc.
- Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," CFS Working Paper Series 727, Center for Financial Studies (CFS).
- Bandi, Federico M. & Bretscher, Lorenzo & Tamoni, Andrea, 2023. "Return predictability with endogenous growth," Journal of Financial Economics, Elsevier, vol. 150(3).
- Kim, Dong-Hyeon & Lin, Shu-Chin, 2023. "Income inequality, inflation and financial development," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 468-487.
- Bahaj, Saleem & Czech, Robert & Ding, Sitong & Reis, Ricardo, 2023. "The market for inflation risk," Bank of England working papers 1028, Bank of England.
- Agarwal, Isha & Baron, Matthew, 2024. "Inflation and Disintermediation," Journal of Financial Economics, Elsevier, vol. 160(C).
- Geng Li & Nitish R. Sinha, 2023. "Are Real Assets Owners Less Averse to Inflation? Evidence from Consumer Sentiments and Inflation Expectations," Finance and Economics Discussion Series 2023-058, Board of Governors of the Federal Reserve System (U.S.).
- Ceballos, Luis & Ng, Oscar, 2024. "Do investors care about inflation risk? Evidence from global bond portfolio allocation," Economics Letters, Elsevier, vol. 243(C).
- Konchitchki, Yaniv & Xie, Jin, 2023. "Undisclosed material inflation risk," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 82-100.
- Pallotti, Filippo & Paz-Pardo, Gonzalo & Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2023. "Who bears the costs of inflation? Euro area households and the 2021–2022 shock," Working Paper Series 2877, European Central Bank.
- Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2025. "Listed Real Estate as an Inflation Hedge Across Regimes," The Journal of Real Estate Finance and Economics, Springer, vol. 70(2), pages 189-239, February.
More about this item
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2022-07-25 (Dynamic General Equilibrium)
- NEP-FMK-2022-07-25 (Financial Markets)
- NEP-IFN-2022-07-25 (International Finance)
- NEP-MAC-2022-07-25 (Macroeconomics)
- NEP-MON-2022-07-25 (Monetary Economics)
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