Investeringar under inflation - Vilka tillgångar utgör bäst skydd mot inflationen?
(2023) NEKH02 20231Department of Economics
- Abstract (Swedish)
- The following study examines the dependence between asset returns and inflation in the Swedish and American markets to further determine which assets could be the best contenders to invest in, in times when inflation is high. The assets included in this study are equity and nominal bonds used respectively for each market and a global commodity index. The method used is OLS regression analysis with robust standard errors and results conclude that nominal bonds with a short duration could be an efficient choice to invest in, in times of high inflation. In addition the study concludes that there are some commonalities between the returns of Swedish and American assets and also between the different assets in regard to how they behave during... (More)
- The following study examines the dependence between asset returns and inflation in the Swedish and American markets to further determine which assets could be the best contenders to invest in, in times when inflation is high. The assets included in this study are equity and nominal bonds used respectively for each market and a global commodity index. The method used is OLS regression analysis with robust standard errors and results conclude that nominal bonds with a short duration could be an efficient choice to invest in, in times of high inflation. In addition the study concludes that there are some commonalities between the returns of Swedish and American assets and also between the different assets in regard to how they behave during inflation cycles and over different horizons. (Less)
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/9121611
- author
- Klinkert, Beata LU
- supervisor
- organization
- course
- NEKH02 20231
- year
- 2023
- type
- M2 - Bachelor Degree
- subject
- keywords
- Inflation cycle, inflation beta, asset returns, OLS
- language
- Swedish
- id
- 9121611
- date added to LUP
- 2024-01-22 15:45:12
- date last changed
- 2024-01-22 15:45:12
@misc{9121611, abstract = {{The following study examines the dependence between asset returns and inflation in the Swedish and American markets to further determine which assets could be the best contenders to invest in, in times when inflation is high. The assets included in this study are equity and nominal bonds used respectively for each market and a global commodity index. The method used is OLS regression analysis with robust standard errors and results conclude that nominal bonds with a short duration could be an efficient choice to invest in, in times of high inflation. In addition the study concludes that there are some commonalities between the returns of Swedish and American assets and also between the different assets in regard to how they behave during inflation cycles and over different horizons.}}, author = {{Klinkert, Beata}}, language = {{swe}}, note = {{Student Paper}}, title = {{Investeringar under inflation - Vilka tillgångar utgör bäst skydd mot inflationen?}}, year = {{2023}}, }