Wealth effects of inflation on equity portfolios

Finelli, Giuseppe (A.A. 2021/2022) Wealth effects of inflation on equity portfolios. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 54. [Master's Degree Thesis]

[img] PDF (Full text)
Restricted to Registered users only

Download (2MB) | Request a copy


Literature review–the relationship between equity returns and inflation. Basics and classic theory. Novel approaches. Data. Hypothesis development and methodology. Time series regression–first research question. Event study–second research question. Results. Average equity excess returns for the selected portfolios over different inflationary periods. Time series regression–all-items inflation. Time series regression–core inflation. Time series regression–energy inflation. Event study.


Bibliografia: pp. 47-48.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Asset pricing
Thesis Supervisor: Borri, Nicola
Thesis Co-Supervisor: Reichlin, Pietro
Academic Year: 2021/2022
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 24 Jan 2023 15:38
Last Modified: 24 Jan 2023 15:38
URI: https://tesi.luiss.it/id/eprint/34722


Downloads per month over past year

Repository Staff Only

View Item View Item