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Investeringar under inflation - Vilka tillgångar utgör bäst skydd mot inflationen?

Klinkert, Beata LU (2023) NEKH02 20231
Department 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:
author
Klinkert, Beata LU
supervisor
organization
course
NEKH02 20231
year
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}},
}