Inflation hedging via tracking portfolios in the BRICS markets
This study investigates the creation of portfolios that effectively hedge against inflation in the context of the stock markets of Brazil, Russia, India, China, and South Africa (BRICS). Utilizing Ordinary Least Squares (OLS), Ridge, MM, and Quantile regressions, we construct portfolios that closely...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2024-12-01
|
| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2024.2431525 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|