Inflation hedging properties across asset classes: empirical findings and evidence from the Turkish market

Lemoine, Luca (A.A. 2023/2024) Inflation hedging properties across asset classes: empirical findings and evidence from the Turkish market. Tesi di Laurea in Economics and finance, Luiss Guido Carli, relatore Marco Morelli, pp. 108. [Master's Degree Thesis]

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Abstract/Index

Money, inflation and purchasing power. Definition and functions of money. Money supply and inflation. The value of money: purchasing power. Asset classes response to inflation dynamics. Inflation hedging. Inflation risks across asset classes. Empirical findings by asset classes. Analysis of a case study–theory and evidence from the Turkish stock market. Objective and context. Data collection. Portfolios construction. Econometric models. Portfolios performance overview.

References

Bibliografia: pp. 99-108.

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: Economics and finance
Thesis Supervisor: Morelli, Marco
Thesis Co-Supervisor: Borri, Nicola
Academic Year: 2023/2024
Session: Autumn
Additional Information: Tesi discussa all'estero.
Deposited by: Alessandro Perfetti
Date Deposited: 06 May 2025 09:53
Last Modified: 06 May 2025 09:53
URI: https://tesi.luiss.it/id/eprint/41954

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