English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Open

Presents the pdf analysis as premium feature

PDF Analysis

Insights

Presents the summarisation as premium feature

Summarisation

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

This paper uses new and recently introduced mathematical techniques toundertake a data-driven study on the systemic nature of global inflation. Westart by investigating country CPI inflation over the past 70 years. There, wehighlight the systemic nature of global inflation with a judicious applicationof eigenvalue analysis and determine which countries exhibit most "centrality"with an inner-product based optimization method. We then turn to inflationaryimpacts on financial market securities, where we explore country equityindices' equity robustness and the varied performance of equity sectors duringperiods of significant inflationary pressure. Finally, we implement atime-varying portfolio optimization to determine which asset classes were mostbeneficial in increasing portfolio Sharpe ratio when an investor must hold acore (and constant) allocation to equities.

On the systemic nature of global inflation, its association with equity markets and financial portfolio implications