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dc.contributor.advisorMOLNÁR, PETER
dc.contributor.authorMINDE, JULIAN
dc.contributor.authorRØNNINGEN, MATHIAS
dc.date.accessioned2022-09-27T15:51:43Z
dc.date.available2022-09-27T15:51:43Z
dc.date.issued2022
dc.identifierno.uis:inspera:113704249:18646453
dc.identifier.urihttps://hdl.handle.net/11250/3021881
dc.descriptionFull text not available
dc.description.abstractWe investigate the impact of inflation on cryptocurrencies and traditional assets. The dataset consists of weekly trading data for 28 cryptocurrencies and eight traditional assets for the period 01.01.2018 to 07.03.2022. We find that the returns of cryptocurrencies, gold, silver, commodities, REIT, S&P500, and CLOs are positively related to changes in 5-year forward inflation expectations. However, cryptocurrencies are the only asset that can hedge inflation expectations when inflation expectations are above the 2% inflation target. Our results suggest that cryptocurrencies are the best way to hedge inflation expectations.
dc.description.abstract
dc.languageeng
dc.publisheruis
dc.titleImpact of inflation on cryptocurrencies and traditional assets
dc.typeMaster thesis


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