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Nflation is currently running high in most countries and investors are looking for an asset that can hedge against future inflationary shocks so that its returns are also higher when the inflation rate is high.
nflation is currently running high in most countries and investors are looking for an asset that can hedge against future inflationary shocks so that its returns are also higher when the inflation rate is high. You are asked to consider whether the following assets are a good inflation hedge: a. US stocks (column C) b. 3-month T-bills (column H) c. Gold (column O) d. Bitcoin (column L) For each case, report the correlation between percentage changes in the inflation index over a 3, 12, and 24-month horizon and the simultaneous (same-months) percentagechanges to the US stock Index, US Treasury bill index, Gold index, or Bitcoin index, i.e., Corr(Δlog(Inflindex t ,Inflindex t-h ), Δlog(Assetindex t ,Assetindex t-h ))。相关性越高 ,资产在 h 个月内(持有期)对冲通胀的能力就越好 。

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