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SSRNDerivatives & Volatility

Dynamic Inflation Hedging with Online Prices

Online retail inflation indices from 21 countries can predict changes in US Treasury bond yields, offering a potential investment strategy.

Featured in No. 15 on 14 Sep 2023 ·

Released
21 Sep 2022
First featured
No. 15 · 14 Sep 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4566242

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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