---
title: Dynamic Inflation Hedging with Online Prices
url: https://www.ml-quant.com/papers/ssrn/4566242/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4566242
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4566242
featured: 2023-09-14
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4566242
- Identifier: SSRN 4566242
- Released: 2022-09-21
- First featured: Quant Letter No. 15 (2023-09-14): https://www.ml-quant.com/issues/2023-09-14/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

## Related

- [Inflation Volatility and the Directional Volatility Ratio](https://www.ml-quant.com/papers/ssrn/4724237/): The article presents a new method called the directional volatility ratio for predicting inflation trends, which is more effective than traditional methods.
- [U.S. and European Listed Real Estate as an Inflation Hedge](https://www.ml-quant.com/papers/ssrn/4843563/): The paper reveals that listed real estate (LRE) can effectively hedge against inflation in the long term, regardless of economic conditions.
- [Empirical examination of the stability of expectations -Augmented Phillips Curve for developing and developed countries](https://www.ml-quant.com/papers/arxiv/2511.22786/): The research on the Phillips Curve from 1980 to 2016 reveals strong forward-looking inflation expectations in developed countries, while others face challenges in its application due to past volatility.
- [Housing as inflation hedge](https://www.ml-quant.com/papers/repec/eme-ijhmap-ijhma-06-2022-0084/): The research uses advanced AI techniques to show that real estate investments can protect against inflation in Japan and the US, with a risk-reward balance in Japan but not in the US.
- [Effectiveness of Forex Intervention: Role of Domestic Fundamentals](https://www.ml-quant.com/papers/ssrn/4692676/): Role of Domestic Fundamentals: Foreign exchange intervention can stabilize currencies in emerging markets under conditions like low volatility and high inflation, as per a study of 20 emerging economies.
- [Macroeconomic Variables Impact on Exchange Rate Volatility in Turkey](https://www.ml-quant.com/papers/repec/ist-ekoist-v-0-y-2023-i-39-p-49-64/): A study found that in Turkey, exchange rate volatility has a more prolonged impact on inflation than on real GDP.