Inflation's Impact on Risky Asset Prices
A study using inflation swap prices shows that inflation sensitivity changes over time, with good inflation decreasing corporate credit spreads and increasing equity values, while bad inflation can have the reverse impact.
Featured in No. 82 on 15 Jan 2025 · 2 days after release
- Released
- 13 Jan 2025
- First featured
- No. 82 · 15 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7
- Identifier
- SSRN 5094299
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